Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345592.3781 | 252575.5331 | 93016.845 | 78781.6407 | 18880.6287 | 59901.012 |
Total P&L (%) | 345.5924 | 252.5755 | 93.0168 | 78.7816 | 18.8806 | 59.901 |
Avg Daily Profit (%) | 0.3375 | 0.2466 | 0.0908 | 0.0567 | 0.0169 | 0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234963 | -193190 | -97624 | -456536 | -345316 | -141572 |
Profit Factor | 1.3374 | 1.3738 | 1.2669 | 1.054 | 1.0193 | 1.1252 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 143 | 65 | 78 | 143 | 65 | 78 |
Losing Trades | 131 | 72 | 59 | 131 | 72 | 59 |
Profitability (%) | 52.1898 | 47.4453 | 56.9343 | 52.1898 | 47.4453 | 56.9343 |
Ratio Avg Win / Avg Loss | 1.2252 | 1.5218 | 0.9583 | 0.9656 | 1.129 | 0.8511 |
Largest Winning Trade | 212015 | 212015 | 31358 | 124375 | 124375 | 43291 |
Largest Losing Trade | -36988 | -36988 | -25070 | -106672 | -106672 | -48523 |
Avg Bars in Trades | 44 | 57 | 31 | 44 | 57 | 31 |
Avg Bars in Winners | 41 | 55 | 30 | 41 | 55 | 30 |
Avg Bars in Losers | 47 | 58 | 32 | 47 | 58 | 32 |
Bars Traded | 12149 | 7872 | 4277 | 12149 | 7872 | 4277 |
Profit Streak | 9.1149 | 9.1149 | 22.6982 | 9.1149 | 9.1149 | 22.6982 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429837 | 329357 | -71736 | -277052 | -377756 | -215076 |
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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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