Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366500.991 | 84205.7148 | 282295.2762 | 544720.5646 | 163309.4881 | 381411.0765 |
Total P&L (%) | 366.501 | 84.2057 | 282.2953 | 544.7206 | 163.3095 | 381.4111 |
Avg Daily Profit (%) | 0.2392 | 0.055 | 0.1843 | 0.1217 | 0.0632 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127671 | -145015 | -85461 | -445714 | -262989 | -278812 |
Profit Factor | 1.3959 | 1.1543 | 1.7433 | 1.2478 | 1.1528 | 1.3378 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 145 | 64 | 81 | 145 | 64 | 81 |
Losing Trades | 112 | 65 | 47 | 112 | 65 | 47 |
Profitability (%) | 56.4202 | 49.6124 | 63.2813 | 56.4202 | 49.6124 | 63.2813 |
Ratio Avg Win / Avg Loss | 1.0782 | 1.1723 | 1.0115 | 0.9638 | 1.1708 | 0.7762 |
Largest Winning Trade | 38802 | 38802 | 30578 | 165282 | 133098 | 165282 |
Largest Losing Trade | -41282 | -38998 | -41282 | -137466 | -89418 | -137466 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4344 | 2180 | 2164 | 4344 | 2180 | 2164 |
Profit Streak | 17.2492 | 17.2492 | 34.2492 | 17.2492 | 17.2492 | 34.2492 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437347 | -169866 | 448502 | -28473 | -160503 | -54534 |
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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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