Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212102.748 | 109604.5691 | 102498.1789 | 53479.0503 | 41547.6211 | 11931.4292 |
Total P&L (%) | 212.1027 | 109.6046 | 102.4982 | 53.4791 | 41.5476 | 11.9314 |
Avg Daily Profit (%) | 0.1884 | 0.0973 | 0.091 | 0.0381 | 0.0309 | 0.01 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125909 | -91731 | -78102 | -322874 | -167980 | -299346 |
Profit Factor | 1.2671 | 1.2624 | 1.2723 | 1.0372 | 1.0612 | 1.0158 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 144 | 64 | 80 | 144 | 64 | 80 |
Losing Trades | 143 | 79 | 64 | 143 | 79 | 64 |
Profitability (%) | 50.1742 | 44.7552 | 55.5556 | 50.1742 | 44.7552 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.2583 | 1.5582 | 1.0178 | 1.03 | 1.3099 | 0.8126 |
Largest Winning Trade | 143015 | 143015 | 39765 | 74160 | 74160 | 73570 |
Largest Losing Trade | -34757 | -25169 | -34757 | -109972 | -78226 | -109972 |
Avg Bars in Trades | 15 | 16 | 13 | 15 | 16 | 13 |
Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 4356 | 2406 | 1950 | 4356 | 2406 | 1950 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331406 | -63991 | -70694 | -320942 | -308917 | -489183 |
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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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