Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414482.475 | 241362.072 | 173120.403 | 349043.757 | 498722.8383 | -149679.0813 |
Total P&L (%) | 414.4825 | 241.3621 | 173.1204 | 349.0438 | 498.7228 | -149.6791 |
Avg Daily Profit (%) | 0.2461 | 0.1433 | 0.1028 | 0.0892 | 0.1063 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127653 | -116635 | -79082 | -1154614 | -434534 | -804436 |
Profit Factor | 1.4363 | 1.5376 | 1.3455 | 1.1525 | 1.464 | 0.8767 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 49.7778 | 48.6726 | 50.8929 | 49.7778 | 48.6726 | 50.8929 |
Ratio Avg Win / Avg Loss | 1.4491 | 1.6214 | 1.2983 | 1.1628 | 1.5439 | 0.8459 |
Largest Winning Trade | 71835 | 71835 | 38506 | 471117 | 471117 | 278392 |
Largest Losing Trade | -61510 | -61510 | -57785 | -303070 | -230796 | -303070 |
Avg Bars in Trades | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Winners | 16 | 12 | 21 | 16 | 12 | 21 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 3260 | 1359 | 1901 | 3260 | 1359 | 1901 |
Profit Streak | 13.4855 | 35.9855 | 0 | 13.4855 | 35.9855 | 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 | 392503 | 49843 | -55276 | -124663 | -48381 | -580640 |
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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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