Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469845.5652 | 417523.7067 | 52321.8585 | 19485.5893 | -515488.2749 | 534973.8641 |
Total P&L (%) | 469.8456 | 417.5237 | 52.3219 | 19.4856 | -515.4883 | 534.9739 |
Avg Daily Profit (%) | 0.2513 | 0.2233 | 0.028 | 0.0095 | 0 | 0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240953 | -150636 | -199400 | -1774957 | -1595408 | -827098 |
Profit Factor | 1.3482 | 1.5977 | 1.0804 | 1.0029 | 0.8774 | 1.2088 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 146 | 76 | 70 | 146 | 76 | 70 |
Profitability (%) | 48.227 | 46.0993 | 50.3546 | 48.227 | 46.0993 | 50.3546 |
Ratio Avg Win / Avg Loss | 1.4474 | 1.8681 | 1.0652 | 1.0766 | 1.0259 | 1.1918 |
Largest Winning Trade | 134144 | 134144 | 48179 | 423826 | 333511 | 423826 |
Largest Losing Trade | -70791 | -37112 | -70791 | -397860 | -397860 | -241747 |
Avg Bars in Trades | 25 | 29 | 22 | 25 | 29 | 22 |
Avg Bars in Winners | 28 | 34 | 23 | 28 | 34 | 23 |
Avg Bars in Losers | 23 | 24 | 21 | 23 | 24 | 21 |
Bars Traded | 7288 | 4136 | 3152 | 7288 | 4136 | 3152 |
Profit Streak | 0 | 0 | 21.3333 | 0 | 0 | 21.3333 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342039 | 338920 | -288054 | -403639 | -580531 | -60308 |
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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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