Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307936.9254 | 231500.2249 | 76436.7005 | 20150.2428 | 16085.7433 | 4064.4995 |
Total P&L (%) | 307.9369 | 231.5002 | 76.4367 | 20.1502 | 16.0857 | 4.0645 |
Avg Daily Profit (%) | 0.3027 | 0.2276 | 0.0751 | 0.018 | 0.0147 | 0.0039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138505 | -80133 | -99234 | -318867 | -189165 | -151738 |
Profit Factor | 1.2896 | 1.4432 | 1.1413 | 1.0134 | 1.0205 | 1.0057 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 126 | 54 | 72 | 126 | 54 | 72 |
Losing Trades | 126 | 72 | 54 | 126 | 72 | 54 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 50 | 42.8571 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2896 | 1.9242 | 0.8559 | 1.0134 | 1.3607 | 0.7543 |
Largest Winning Trade | 139367 | 139367 | 46196 | 199846 | 199846 | 59577 |
Largest Losing Trade | -57856 | -22243 | -57856 | -85873 | -85059 | -85873 |
Avg Bars in Trades | 23 | 26 | 21 | 23 | 26 | 21 |
Avg Bars in Winners | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 6012 | 3341 | 2671 | 6012 | 3341 | 2671 |
Profit Streak | 0 | 0 | 10.1471 | 0 | 0 | 10.1471 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364142 | 259441 | -157783 | -379671 | -383433 | -567653 |
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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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