Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403064.4226 | 284964.8721 | 118099.5505 | 175333.4579 | 159928.4364 | 15405.0215 |
Total P&L (%) | 403.0644 | 284.9649 | 118.0996 | 175.3335 | 159.9284 | 15.405 |
Avg Daily Profit (%) | 0.3934 | 0.2782 | 0.1153 | 0.0989 | 0.0933 | 0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113103 | -153514 | -76631 | -305718 | -268815 | -268217 |
Profit Factor | 1.3873 | 1.4736 | 1.269 | 1.0823 | 1.1368 | 1.016 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 132 | 58 | 74 | 132 | 58 | 74 |
Losing Trades | 150 | 83 | 67 | 150 | 83 | 67 |
Profitability (%) | 46.8085 | 41.1348 | 52.4823 | 46.8085 | 41.1348 | 52.4823 |
Ratio Avg Win / Avg Loss | 1.5765 | 2.1087 | 1.149 | 1.2299 | 1.6268 | 0.9199 |
Largest Winning Trade | 208323 | 208323 | 25346 | 192357 | 192357 | 45277 |
Largest Losing Trade | -32967 | -32967 | -30330 | -148680 | -81340 | -148680 |
Avg Bars in Trades | 86 | 104 | 67 | 86 | 104 | 67 |
Avg Bars in Winners | 92 | 105 | 83 | 92 | 105 | 83 |
Avg Bars in Losers | 80 | 104 | 51 | 80 | 104 | 51 |
Bars Traded | 24346 | 14766 | 9580 | 24346 | 14766 | 9580 |
Profit Streak | 0 | 0 | 10.2283 | 0 | 0 | 10.2283 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404515 | 248991 | -38412 | -190702 | -140956 | -387887 |
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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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