Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251889.4459 | 120706.3691 | 131183.0768 | 390539.0858 | 157244.4618 | 233294.624 |
Total P&L (%) | 251.8894 | 120.7064 | 131.1831 | 390.5391 | 157.2445 | 233.2946 |
Avg Daily Profit (%) | 0.2418 | 0.1159 | 0.1259 | 0.1528 | 0.0908 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91822 | -68747 | -45474 | -1000960 | -591660 | -550710 |
Profit Factor | 1.3697 | 1.3683 | 1.371 | 1.0983 | 1.0823 | 1.1132 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 154 | 75 | 79 | 154 | 75 | 79 |
Losing Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Profitability (%) | 52.5597 | 51.0204 | 54.1096 | 52.5597 | 51.0204 | 54.1096 |
Ratio Avg Win / Avg Loss | 1.2363 | 1.3136 | 1.1628 | 0.9914 | 1.039 | 0.9441 |
Largest Winning Trade | 51793 | 51793 | 28176 | 286267 | 286267 | 192479 |
Largest Losing Trade | -23329 | -14359 | -23329 | -176498 | -134145 | -176498 |
Avg Bars in Trades | 84 | 73 | 95 | 84 | 73 | 95 |
Avg Bars in Winners | 76 | 49 | 101 | 76 | 49 | 101 |
Avg Bars in Losers | 93 | 98 | 87 | 93 | 98 | 87 |
Bars Traded | 24729 | 10819 | 13910 | 24729 | 10819 | 13910 |
Profit Streak | 0 | 0 | 38.4713 | 0 | 0 | 38.4713 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372700 | -37826 | -23456 | -104931 | -201804 | -135390 |
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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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