Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297323.9801 | 198797.2016 | 98526.7784 | 552215.728 | 298154.3091 | 254061.419 |
Total P&L (%) | 297.324 | 198.7972 | 98.5268 | 552.2157 | 298.1543 | 254.0614 |
Avg Daily Profit (%) | 0.2854 | 0.1908 | 0.0946 | 0.1802 | 0.1327 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63669 | -65565 | -52158 | -498919 | -493872 | -279167 |
Profit Factor | 1.4448 | 1.5407 | 1.3276 | 1.2027 | 1.1918 | 1.2172 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 141 | 65 | 76 | 141 | 65 | 76 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 49.3007 | 45.4545 | 53.1469 | 49.3007 | 45.4545 | 53.1469 |
Ratio Avg Win / Avg Loss | 1.4858 | 1.8489 | 1.1704 | 1.2368 | 1.4302 | 1.0731 |
Largest Winning Trade | 54781 | 54781 | 17693 | 230056 | 230056 | 98057 |
Largest Losing Trade | -21253 | -18920 | -21253 | -153048 | -152017 | -153048 |
Avg Bars in Trades | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Winners | 98 | 93 | 103 | 98 | 93 | 103 |
Avg Bars in Losers | 74 | 67 | 82 | 74 | 67 | 82 |
Bars Traded | 24687 | 11306 | 13381 | 24687 | 11306 | 13381 |
Profit Streak | 0 | 0 | 8.6159 | 0 | 0 | 8.6159 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379593 | 297570 | -65537 | 308937 | -27327 | -30397 |
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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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