Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464929.002 | 294783.8138 | 170145.1882 | 316768.3508 | 212880.1714 | 103888.1794 |
Total P&L (%) | 464.929 | 294.7838 | 170.1452 | 316.7684 | 212.8802 | 103.8882 |
Avg Daily Profit (%) | 0.2457 | 0.1558 | 0.0899 | 0.0755 | 0.0603 | 0.0377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -292000 | -202827 | -117169 | -1444121 | -1004937 | -788527 |
Profit Factor | 1.3924 | 1.4592 | 1.3134 | 1.0568 | 1.0698 | 1.0411 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 52.0446 | 51.1111 | 52.9851 | 52.0446 | 51.1111 | 52.9851 |
Ratio Avg Win / Avg Loss | 1.283 | 1.3957 | 1.1654 | 0.9737 | 1.0233 | 0.9238 |
Largest Winning Trade | 167478 | 167478 | 41820 | 503135 | 503135 | 435706 |
Largest Losing Trade | -47863 | -47863 | -42236 | -327715 | -327715 | -264999 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3625 | 1815 | 1810 | 3625 | 1815 | 1810 |
Profit Streak | 11.9716 | 32.4716 | 0 | 11.9716 | 32.4716 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404410 | 342782 | -72301 | -249395 | -254966 | -319177 |
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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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