Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249835.0067 | 108010.3801 | 141824.6266 | 167918.2428 | 153083.0185 | 14835.2242 |
Total P&L (%) | 249.835 | 108.0104 | 141.8246 | 167.9182 | 153.083 | 14.8352 |
Avg Daily Profit (%) | 0.2223 | 0.0961 | 0.1262 | 0.0877 | 0.0826 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110433 | -47992 | -110510 | -358302 | -101346 | -434921 |
Profit Factor | 1.3366 | 1.3397 | 1.3343 | 1.0766 | 1.1776 | 1.0112 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 142 | 66 | 76 | 142 | 66 | 76 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 57.9592 | 53.6585 | 62.2951 | 57.9592 | 53.6585 | 62.2951 |
Ratio Avg Win / Avg Loss | 0.9695 | 1.157 | 0.8076 | 0.7809 | 1.0171 | 0.612 |
Largest Winning Trade | 37219 | 37219 | 34588 | 97131 | 79981 | 97131 |
Largest Losing Trade | -53136 | -33424 | -53136 | -200117 | -68864 | -200117 |
Avg Bars in Trades | 26 | 18 | 34 | 26 | 18 | 34 |
Avg Bars in Winners | 24 | 14 | 33 | 24 | 14 | 33 |
Avg Bars in Losers | 29 | 23 | 36 | 29 | 23 | 36 |
Bars Traded | 6513 | 2327 | 4186 | 6513 | 2327 | 4186 |
Profit Streak | 0 | 0 | 28.4896 | 0 | 0 | 28.4896 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325577 | -63828 | -23570 | -211194 | -107211 | -399301 |
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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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