Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542683.607 | 440369.111 | 102314.4959 | 97620.4902 | 6423.9943 | 91196.4959 |
Total P&L (%) | 542.6836 | 440.3691 | 102.3145 | 97.6205 | 6.424 | 91.1965 |
Avg Daily Profit (%) | 0.3112 | 0.2525 | 0.0587 | 0.0391 | 0.0036 | 0.0372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134382 | -147492 | -103162 | -191578 | -190245 | -88244 |
Profit Factor | 1.5685 | 1.8212 | 1.2446 | 1.0946 | 1.0105 | 1.2157 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 142 | 76 | 66 | 142 | 76 | 66 |
Profitability (%) | 38.2609 | 33.913 | 42.6087 | 38.2609 | 33.913 | 42.6087 |
Ratio Avg Win / Avg Loss | 2.531 | 3.549 | 1.6764 | 1.7663 | 1.9693 | 1.6375 |
Largest Winning Trade | 300868 | 300868 | 60885 | 122621 | 122621 | 79179 |
Largest Losing Trade | -68193 | -31499 | -68193 | -62629 | -36807 | -62629 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 11 | 9 | 14 | 11 | 9 | 14 |
Bars Traded | 5157 | 2247 | 2910 | 5157 | 2247 | 2910 |
Profit Streak | 0 | 0 | 14.9768 | 0 | 0 | 14.9768 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314642 | 190740 | -115985 | -259162 | -567867 | -144824 |
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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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