Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340006.7008 | 249786.7031 | 90219.9977 | 376124.3272 | 147778.939 | 228345.3882 |
Total P&L (%) | 340.0067 | 249.7867 | 90.22 | 376.1243 | 147.7789 | 228.3454 |
Avg Daily Profit (%) | 0.6528 | 0.4796 | 0.1732 | 0.3001 | 0.1744 | 0.2285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46058 | -37449 | -28483 | -262610 | -174990 | -158231 |
Profit Factor | 2.161 | 2.4388 | 1.7566 | 1.3289 | 1.2218 | 1.4782 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 32.5397 | 25.3968 | 39.6825 | 32.5397 | 25.3968 | 39.6825 |
Ratio Avg Win / Avg Loss | 4.4801 | 7.1639 | 2.67 | 2.7549 | 3.589 | 2.2469 |
Largest Winning Trade | 288170 | 288170 | 22241 | 303394 | 303394 | 93063 |
Largest Losing Trade | -7905 | -7905 | -7681 | -44543 | -43919 | -44543 |
Avg Bars in Trades | 193 | 166 | 221 | 193 | 166 | 221 |
Avg Bars in Winners | 412 | 439 | 395 | 412 | 439 | 395 |
Avg Bars in Losers | 88 | 73 | 107 | 88 | 73 | 107 |
Bars Traded | 24437 | 10474 | 13963 | 24437 | 10474 | 13963 |
Profit Streak | 17.8211 | 0 | 19.2586 | 17.8211 | 0 | 19.2586 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329156 | -160934 | -140258 | 121992 | -167473 | -140831 |
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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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