Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495132.3813 | 268087.4349 | 227044.9464 | 487788.832 | 177347.5148 | 310441.3172 |
Total P&L (%) | 495.1324 | 268.0874 | 227.0449 | 487.7888 | 177.3475 | 310.4413 |
Avg Daily Profit (%) | 0.261 | 0.1413 | 0.1197 | 0.0934 | 0.0538 | 0.0745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111014 | -98033 | -111701 | -926032 | -452718 | -774955 |
Profit Factor | 1.4132 | 1.4432 | 1.3827 | 1.0876 | 1.0646 | 1.1099 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 126 | 57 | 69 | 126 | 57 | 69 |
Losing Trades | 146 | 79 | 67 | 146 | 79 | 67 |
Profitability (%) | 46.3235 | 41.9118 | 50.7353 | 46.3235 | 41.9118 | 50.7353 |
Ratio Avg Win / Avg Loss | 1.6376 | 2.0002 | 1.3426 | 1.2602 | 1.4755 | 1.0777 |
Largest Winning Trade | 152174 | 152174 | 55454 | 315608 | 315608 | 155505 |
Largest Losing Trade | -30652 | -29487 | -30652 | -259466 | -138487 | -259466 |
Avg Bars in Trades | 81 | 81 | 81 | 81 | 81 | 81 |
Avg Bars in Winners | 112 | 110 | 113 | 112 | 110 | 113 |
Avg Bars in Losers | 55 | 61 | 48 | 55 | 61 | 48 |
Bars Traded | 22279 | 11136 | 11143 | 22279 | 11136 | 11143 |
Profit Streak | 0 | 0 | 31.6099 | 0 | 0 | 31.6099 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360816 | -5637 | -32187 | -192456 | -273887 | -192720 |
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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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