Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512803.1403 | 444909.0649 | 67894.0754 | 318226.075 | -57426.7163 | 375652.7913 |
Total P&L (%) | 512.8031 | 444.9091 | 67.8941 | 318.2261 | -57.4267 | 375.6528 |
Avg Daily Profit (%) | 0.2762 | 0.2396 | 0.0366 | 0.0771 | -0.046 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138005 | -117770 | -122645 | -2027398 | -1805724 | -1004448 |
Profit Factor | 1.448 | 1.8097 | 1.1141 | 1.0237 | 0.9913 | 1.0548 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 111 | 52 | 59 | 111 | 52 | 59 |
Losing Trades | 169 | 88 | 81 | 169 | 88 | 81 |
Profitability (%) | 39.6429 | 37.1429 | 42.1429 | 39.6429 | 37.1429 | 42.1429 |
Ratio Avg Win / Avg Loss | 2.2046 | 3.0626 | 1.5295 | 1.5586 | 1.6775 | 1.4482 |
Largest Winning Trade | 266545 | 266545 | 38077 | 897431 | 897431 | 409077 |
Largest Losing Trade | -32560 | -18694 | -32560 | -392341 | -189876 | -392341 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 7371 | 3462 | 3908 | 7371 | 3462 | 3908 |
Profit Streak | 11.4701 | 0 | 14.7201 | 11.4701 | 0 | 14.7201 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328866 | 233539 | -240517 | -284991 | -582905 | -243336 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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