Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411056.4354 | 151477.3387 | 259579.0968 | 581357.3591 | 340471.8751 | 240885.484 |
Total P&L (%) | 411.0564 | 151.4773 | 259.5791 | 581.3574 | 340.4719 | 240.8855 |
Avg Daily Profit (%) | 0.2572 | 0.0948 | 0.1624 | 0.1202 | 0.0928 | 0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114977 | -54185 | -136889 | -1159422 | -487758 | -1104646 |
Profit Factor | 1.3977 | 1.3113 | 1.4744 | 1.0766 | 1.1001 | 1.0575 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 47.7733 | 45.9677 | 49.5935 | 47.7733 | 45.9677 | 49.5935 |
Ratio Avg Win / Avg Loss | 1.528 | 1.5414 | 1.4986 | 1.177 | 1.2931 | 1.0749 |
Largest Winning Trade | 48107 | 44092 | 48107 | 253036 | 229414 | 253036 |
Largest Losing Trade | -44586 | -25896 | -44586 | -550749 | -176675 | -550749 |
Avg Bars in Trades | 12 | 10 | 15 | 12 | 10 | 15 |
Avg Bars in Winners | 15 | 11 | 18 | 15 | 11 | 18 |
Avg Bars in Losers | 10 | 8 | 12 | 10 | 8 | 12 |
Bars Traded | 3163 | 1251 | 1912 | 3163 | 1251 | 1912 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381825 | -66668 | 300315 | -167731 | -180944 | -247801 |
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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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