Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367604.9688 | 233692.1877 | 133912.7811 | 297611.5904 | 151432.7531 | 146178.8372 |
Total P&L (%) | 367.605 | 233.6922 | 133.9128 | 297.6116 | 151.4328 | 146.1788 |
Avg Daily Profit (%) | 0.1546 | 0.0983 | 0.0563 | 0.058 | 0.0388 | 0.0379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153263 | -136755 | -50847 | -1569248 | -1119406 | -522123 |
Profit Factor | 1.4164 | 1.4683 | 1.3489 | 1.0594 | 1.0536 | 1.067 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Profitability (%) | 44.6721 | 40.9836 | 48.3607 | 44.6721 | 40.9836 | 48.3607 |
Ratio Avg Win / Avg Loss | 1.7542 | 2.1143 | 1.4404 | 1.3122 | 1.5172 | 1.1393 |
Largest Winning Trade | 122909 | 122909 | 46237 | 446540 | 446540 | 309542 |
Largest Losing Trade | -25426 | -25426 | -18843 | -287304 | -287304 | -240085 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 4557 | 2499 | 2058 | 4557 | 2499 | 2058 |
Profit Streak | 0 | 0 | 161.5056 | 0 | 0 | 161.5056 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310371 | -63039 | -117367 | -271066 | -305014 | -289144 |
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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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