Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529792.6524 | 495225.0267 | 34567.6257 | 198511.8339 | 357916.0099 | -159404.176 |
Total P&L (%) | 529.7927 | 495.225 | 34.5676 | 198.5118 | 357.916 | -159.4042 |
Avg Daily Profit (%) | 0.212 | 0.1982 | 0.0138 | 0.0438 | 0.0609 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120322 | -89229 | -156662 | -402088 | -252354 | -359832 |
Profit Factor | 1.4144 | 1.7963 | 1.0527 | 1.0687 | 1.2581 | 0.8939 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Losing Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Profitability (%) | 50.3546 | 52.4823 | 48.227 | 50.3546 | 52.4823 | 48.227 |
Ratio Avg Win / Avg Loss | 1.3945 | 1.6263 | 1.1301 | 1.0537 | 1.1391 | 0.9596 |
Largest Winning Trade | 204257 | 204257 | 50159 | 312083 | 312083 | 89252 |
Largest Losing Trade | -51819 | -39503 | -51819 | -164519 | -164519 | -134912 |
Avg Bars in Trades | 52 | 49 | 56 | 52 | 49 | 56 |
Avg Bars in Winners | 68 | 65 | 72 | 68 | 65 | 72 |
Avg Bars in Losers | 36 | 31 | 41 | 36 | 31 | 41 |
Bars Traded | 14840 | 6917 | 7923 | 14840 | 6917 | 7923 |
Profit Streak | 0 | 0 | 36.5487 | 0 | 0 | 36.5487 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375999 | 401526 | -339993 | -277879 | -111638 | -581104 |
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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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