Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183302.9803 | 79399.3199 | 103903.6604 | 117725.8057 | 122004.7765 | -4278.9708 |
Total P&L (%) | 183.303 | 79.3993 | 103.9037 | 117.7258 | 122.0048 | -4.279 |
Avg Daily Profit (%) | 0.1967 | 0.0852 | 0.1115 | 0.0835 | 0.0856 | -0.0047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135787 | -118201 | -76679 | -425964 | -139513 | -377187 |
Profit Factor | 1.2194 | 1.2015 | 1.2355 | 1.0734 | 1.1864 | 0.9955 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Profitability (%) | 51.8644 | 50 | 53.7415 | 51.8644 | 50 | 53.7415 |
Ratio Avg Win / Avg Loss | 1.1318 | 1.2015 | 1.0634 | 0.9962 | 1.1864 | 0.8569 |
Largest Winning Trade | 29740 | 29740 | 20673 | 64264 | 40106 | 64264 |
Largest Losing Trade | -40915 | -20327 | -40915 | -255307 | -64331 | -255307 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5410 | 2719 | 2691 | 5410 | 2719 | 2691 |
Profit Streak | 0 | 0 | 11.3311 | 0 | 0 | 11.3311 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332898 | -79578 | -43185 | -220843 | -93960 | -579545 |
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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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