Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235744.7082 | 61738.8736 | 174005.8346 | 77851.5536 | -92933.4051 | 170784.9587 |
Total P&L (%) | 235.7447 | 61.7389 | 174.0058 | 77.8516 | -92.9334 | 170.785 |
Avg Daily Profit (%) | 0.2278 | 0.0597 | 0.1681 | 0.0556 | -0.2557 | 0.0963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167734 | -92340 | -92236 | -842496 | -514031 | -411897 |
Profit Factor | 1.2496 | 1.1357 | 1.3553 | 1.0439 | 0.8941 | 1.1906 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 46.3602 | 45.8015 | 46.9231 | 46.3602 | 45.8015 | 46.9231 |
Ratio Avg Win / Avg Loss | 1.4458 | 1.3439 | 1.5331 | 1.2078 | 1.058 | 1.3467 |
Largest Winning Trade | 39413 | 39413 | 34479 | 204435 | 204435 | 128200 |
Largest Losing Trade | -61572 | -24822 | -61572 | -151627 | -122800 | -151627 |
Avg Bars in Trades | 11 | 9 | 13 | 11 | 9 | 13 |
Avg Bars in Winners | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3050 | 1288 | 1762 | 3050 | 1288 | 1762 |
Profit Streak | 0 | 0 | 10.4432 | 0 | 0 | 10.4432 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283023 | -186641 | 302647 | -290621 | -580672 | -75788 |
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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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