Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495229.7726 | 405593.9609 | 89635.8118 | 526135.871 | 249718.8282 | 276417.0428 |
Total P&L (%) | 495.2298 | 405.594 | 89.6358 | 526.1359 | 249.7188 | 276.417 |
Avg Daily Profit (%) | 0.2639 | 0.2161 | 0.0478 | 0.0978 | 0.0667 | 0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90682 | -94039 | -90049 | -426222 | -378838 | -290606 |
Profit Factor | 1.5355 | 1.8621 | 1.1973 | 1.1387 | 1.1236 | 1.1558 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 130 | 56 | 74 | 130 | 56 | 74 |
Losing Trades | 162 | 90 | 72 | 162 | 90 | 72 |
Profitability (%) | 44.5205 | 38.3562 | 50.6849 | 44.5205 | 38.3562 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.9135 | 2.9927 | 1.165 | 1.419 | 1.8058 | 1.1246 |
Largest Winning Trade | 234171 | 234171 | 52808 | 362399 | 362399 | 187677 |
Largest Losing Trade | -35792 | -20115 | -35792 | -193065 | -109557 | -193065 |
Avg Bars in Trades | 38 | 33 | 42 | 38 | 33 | 42 |
Avg Bars in Winners | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Losers | 26 | 22 | 33 | 26 | 22 | 33 |
Bars Traded | 11167 | 4962 | 6205 | 11167 | 4962 | 6205 |
Profit Streak | 0 | 0 | 11.6935 | 0 | 0 | 11.6935 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367123 | 237503 | -132043 | -130583 | -191936 | -147199 |
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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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