Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466988.7537 | 261538.977 | 205449.7767 | 1154883.5944 | 458709.4634 | 696174.131 |
Total P&L (%) | 466.9888 | 261.539 | 205.4498 | 1154.8836 | 458.7095 | 696.1741 |
Avg Daily Profit (%) | 0.2488 | 0.1393 | 0.1095 | 0.1349 | 0.0917 | 0.1106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65182 | -72096 | -63706 | -436769 | -496926 | -305343 |
Profit Factor | 1.5005 | 1.587 | 1.4214 | 1.1953 | 1.1522 | 1.2401 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 140 | 55 | 85 | 140 | 55 | 85 |
Losing Trades | 154 | 92 | 62 | 154 | 92 | 62 |
Profitability (%) | 47.619 | 37.415 | 57.8231 | 47.619 | 37.415 | 57.8231 |
Ratio Avg Win / Avg Loss | 1.6505 | 2.6546 | 1.0368 | 1.3149 | 1.9274 | 0.9045 |
Largest Winning Trade | 84812 | 84812 | 56536 | 466470 | 466470 | 294946 |
Largest Losing Trade | -45684 | -25673 | -45684 | -210491 | -168122 | -210491 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 47 | 44 | 48 | 47 | 44 | 48 |
Avg Bars in Losers | 28 | 24 | 34 | 28 | 24 | 34 |
Bars Traded | 10972 | 4708 | 6264 | 10972 | 4708 | 6264 |
Profit Streak | 0 | 0 | 18.3266 | 0 | 0 | 18.3266 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398524 | -9131 | -44626 | -17631 | -127547 | -45471 |
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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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