Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296614.7285 | 129551.8399 | 167062.8886 | 423309.3235 | 185168.3595 | 238140.964 |
Total P&L (%) | 296.6147 | 129.5518 | 167.0629 | 423.3093 | 185.1684 | 238.141 |
Avg Daily Profit (%) | 0.2642 | 0.1154 | 0.1488 | 0.1475 | 0.0934 | 0.1086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93854 | -54849 | -103810 | -330529 | -169538 | -306043 |
Profit Factor | 1.6867 | 2.1443 | 1.5242 | 1.3801 | 1.6102 | 1.2939 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 167 | 78 | 89 | 167 | 78 | 89 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 74.8879 | 69.6429 | 80.1802 | 74.8879 | 69.6429 | 80.1802 |
Ratio Avg Win / Avg Loss | 0.5656 | 0.9347 | 0.3768 | 0.4628 | 0.7019 | 0.3198 |
Largest Winning Trade | 55943 | 55943 | 20888 | 55943 | 55943 | 52483 |
Largest Losing Trade | -60894 | -17910 | -60894 | -147200 | -72304 | -147200 |
Avg Bars in Trades | 29 | 5 | 53 | 29 | 5 | 53 |
Avg Bars in Winners | 20 | 3 | 35 | 20 | 3 | 35 |
Avg Bars in Losers | 55 | 10 | 126 | 55 | 10 | 126 |
Bars Traded | 6579 | 618 | 5961 | 6579 | 618 | 5961 |
Profit Streak | 0 | 0 | 21.2088 | 0 | 0 | 21.2088 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477314 | -34798 | 355300 | 268975 | -65178 | -45181 |
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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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