Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372542.4429 | 256321.8088 | 116220.6341 | 206429.726 | 202173.9185 | 4255.8075 |
Total P&L (%) | 372.5424 | 256.3218 | 116.2206 | 206.4297 | 202.1739 | 4.2558 |
Avg Daily Profit (%) | 0.3604 | 0.248 | 0.1124 | 0.1084 | 0.107 | 0.004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116927 | -93082 | -113949 | -1090287 | -540072 | -708660 |
Profit Factor | 1.3554 | 1.4987 | 1.2175 | 1.0538 | 1.1034 | 1.0023 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 133 | 60 | 73 | 133 | 60 | 73 |
Losing Trades | 151 | 82 | 69 | 151 | 82 | 69 |
Profitability (%) | 46.831 | 42.2535 | 51.4085 | 46.831 | 42.2535 | 51.4085 |
Ratio Avg Win / Avg Loss | 1.5388 | 2.0482 | 1.1508 | 1.1965 | 1.508 | 0.9473 |
Largest Winning Trade | 174783 | 174783 | 34703 | 511739 | 511739 | 212980 |
Largest Losing Trade | -36752 | -29386 | -36752 | -300729 | -170616 | -300729 |
Avg Bars in Trades | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Winners | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3055 | 1574 | 1481 | 3055 | 1574 | 1481 |
Profit Streak | 5.3218 | 6.6552 | 0 | 5.3218 | 6.6552 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423596 | 295762 | -43030 | -208343 | -157998 | -572628 |
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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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