Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336729.2803 | 235305.2193 | 101424.061 | 605576.2348 | 312509.0242 | 293067.2107 |
Total P&L (%) | 336.7293 | 235.3052 | 101.4241 | 605.5762 | 312.509 | 293.0672 |
Avg Daily Profit (%) | 0.3233 | 0.2259 | 0.0974 | 0.1877 | 0.1361 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101310 | -82423 | -57361 | -260324 | -250584 | -155539 |
Profit Factor | 1.4588 | 1.6199 | 1.2862 | 1.3481 | 1.3219 | 1.3813 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 124 | 55 | 69 | 124 | 55 | 69 |
Losing Trades | 175 | 95 | 80 | 175 | 95 | 80 |
Profitability (%) | 41.4716 | 36.6667 | 46.3087 | 41.4716 | 36.6667 | 46.3087 |
Ratio Avg Win / Avg Loss | 2.0588 | 2.798 | 1.4913 | 1.9026 | 2.2832 | 1.6016 |
Largest Winning Trade | 92077 | 92077 | 30710 | 289500 | 289500 | 131787 |
Largest Losing Trade | -21139 | -21139 | -16687 | -146072 | -146072 | -71828 |
Avg Bars in Trades | 82 | 78 | 86 | 82 | 78 | 86 |
Avg Bars in Winners | 119 | 126 | 114 | 119 | 126 | 114 |
Avg Bars in Losers | 55 | 50 | 62 | 55 | 50 | 62 |
Bars Traded | 24663 | 11726 | 12937 | 24663 | 11726 | 12937 |
Profit Streak | 0 | 0 | 10.4883 | 0 | 0 | 10.4883 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327137 | 214358 | -63926 | 276095 | -14921 | -16734 |
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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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