Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579054.3819 | 484269.3509 | 94785.031 | 696437.9267 | 336900.8645 | 359537.0622 |
Total P&L (%) | 579.0544 | 484.2694 | 94.785 | 696.4379 | 336.9009 | 359.5371 |
Avg Daily Profit (%) | 0.3135 | 0.2622 | 0.0513 | 0.1124 | 0.0799 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95601 | -62412 | -180124 | -625245 | -565820 | -427538 |
Profit Factor | 1.6115 | 2.094 | 1.1879 | 1.1462 | 1.1443 | 1.148 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 134 | 74 | 60 | 134 | 74 | 60 |
Profitability (%) | 37.963 | 31.4815 | 44.4444 | 37.963 | 31.4815 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.6334 | 4.5576 | 1.4849 | 1.873 | 2.4905 | 1.435 |
Largest Winning Trade | 214937 | 214937 | 42867 | 338809 | 338809 | 240199 |
Largest Losing Trade | -28588 | -16714 | -28588 | -154135 | -154135 | -133227 |
Avg Bars in Trades | 101 | 99 | 104 | 101 | 99 | 104 |
Avg Bars in Winners | 156 | 167 | 148 | 156 | 167 | 148 |
Avg Bars in Losers | 68 | 68 | 68 | 68 | 68 | 68 |
Bars Traded | 21987 | 10754 | 11233 | 21987 | 10754 | 11233 |
Profit Streak | 0 | 0 | 35.0218 | 0 | 0 | 35.0218 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306278 | 167970 | -140057 | -104694 | -154483 | -142302 |
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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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