Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452938.9233 | 358880.6789 | 94058.2444 | 120490.7126 | 102973.9962 | 17516.7164 |
Total P&L (%) | 452.9389 | 358.8807 | 94.0582 | 120.4907 | 102.974 | 17.5167 |
Avg Daily Profit (%) | 0.2095 | 0.166 | 0.0435 | 0.0366 | 0.0328 | 0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77616 | -75567 | -149315 | -131023 | -112559 | -168493 |
Profit Factor | 1.4886 | 1.7284 | 1.2166 | 1.115 | 1.1773 | 1.0375 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 48.9362 | 45.0704 | 52.8571 | 48.9362 | 45.0704 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.5533 | 2.1064 | 1.085 | 1.1635 | 1.4349 | 0.9254 |
Largest Winning Trade | 92365 | 92365 | 42323 | 73419 | 73419 | 72943 |
Largest Losing Trade | -56545 | -54609 | -56545 | -62391 | -62391 | -51258 |
Avg Bars in Trades | 89 | 115 | 63 | 89 | 115 | 63 |
Avg Bars in Winners | 100 | 127 | 76 | 100 | 127 | 76 |
Avg Bars in Losers | 79 | 105 | 49 | 79 | 105 | 49 |
Bars Traded | 12653 | 8209 | 4444 | 12653 | 8209 | 4444 |
Profit Streak | 0 | 0 | 94.5398 | 0 | 0 | 94.5398 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360345 | -78268 | -227663 | -238038 | -263452 | -464750 |
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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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