Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352019.8118 | 109763.1406 | 242256.6712 | 463844.2646 | 290386.4766 | 173457.788 |
Total P&L (%) | 352.0198 | 109.7631 | 242.2567 | 463.8443 | 290.3865 | 173.4578 |
Avg Daily Profit (%) | 0.2357 | 0.0735 | 0.1622 | 0.1159 | 0.0912 | 0.0674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226378 | -102978 | -130934 | -1019561 | -446827 | -580927 |
Profit Factor | 1.5092 | 1.3004 | 1.7433 | 1.2046 | 1.2495 | 1.1572 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 48.0519 | 42.8571 | 53.2468 | 48.0519 | 42.8571 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.6316 | 1.7339 | 1.5307 | 1.3022 | 1.666 | 1.0161 |
Largest Winning Trade | 59196 | 54825 | 59196 | 391078 | 391078 | 168297 |
Largest Losing Trade | -32945 | -24879 | -32945 | -175973 | -149207 | -175973 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 35 | 30 | 39 | 35 | 30 | 39 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 4409 | 1886 | 2523 | 4409 | 1886 | 2523 |
Profit Streak | 0 | 18.5339 | 0 | 0 | 18.5339 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386177 | -137502 | -30934 | -38459 | -114156 | -192080 |
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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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