Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482435.3729 | 329098.8859 | 153336.487 | 688524.4116 | 641483.4284 | 47040.9831 |
Total P&L (%) | 482.4354 | 329.0989 | 153.3365 | 688.5244 | 641.4834 | 47.041 |
Avg Daily Profit (%) | 0.3538 | 0.2414 | 0.1125 | 0.1516 | 0.147 | 0.0283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139122 | -97668 | -72422 | -473038 | -552209 | -432066 |
Profit Factor | 1.5033 | 1.6675 | 1.3295 | 1.1742 | 1.3281 | 1.0235 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 46.4602 | 43.3628 | 49.5575 | 46.4602 | 43.3628 | 49.5575 |
Ratio Avg Win / Avg Loss | 1.7324 | 2.1779 | 1.3532 | 1.3531 | 1.7347 | 1.0418 |
Largest Winning Trade | 148138 | 148138 | 40856 | 350704 | 350704 | 149190 |
Largest Losing Trade | -26070 | -24532 | -26070 | -138908 | -138908 | -135531 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 2699 | 1446 | 1253 | 2699 | 1446 | 1253 |
Profit Streak | 0 | 40.3036 | 0 | 0 | 40.3036 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412465 | 328478 | -42746 | -21205 | 109026 | -351467 |
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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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