Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307341.862 | 151994.0244 | 155347.8375 | 237043.2618 | -75798.2572 | 312841.519 |
Total P&L (%) | 307.3419 | 151.994 | 155.3478 | 237.0433 | -75.7983 | 312.8415 |
Avg Daily Profit (%) | 0.1637 | 0.0809 | 0.0827 | 0.0647 | -0.0755 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172711 | -83445 | -136210 | -2329997 | -930747 | -1815227 |
Profit Factor | 1.3637 | 1.3491 | 1.3793 | 1.032 | 0.9797 | 1.085 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 137 | 59 | 78 | 137 | 59 | 78 |
Losing Trades | 132 | 76 | 56 | 132 | 76 | 56 |
Profitability (%) | 50.9294 | 43.7037 | 58.209 | 50.9294 | 43.7037 | 58.209 |
Ratio Avg Win / Avg Loss | 1.314 | 1.7378 | 0.9903 | 0.9943 | 1.262 | 0.7789 |
Largest Winning Trade | 62537 | 62537 | 38487 | 373518 | 301386 | 373518 |
Largest Losing Trade | -52563 | -52563 | -42369 | -640287 | -620468 | -640287 |
Avg Bars in Trades | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Winners | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Losers | 45 | 49 | 40 | 45 | 49 | 40 |
Bars Traded | 11017 | 5789 | 5228 | 11017 | 5789 | 5228 |
Profit Streak | 0 | 0 | 15.4052 | 0 | 0 | 15.4052 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335211 | -86044 | -82163 | -292000 | -581756 | -219393 |
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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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