Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483401.7155 | 368871.0869 | 114530.6285 | -49751.0533 | 184437.0291 | -234188.0824 |
Total P&L (%) | 483.4017 | 368.8711 | 114.5306 | -49.7511 | 184.437 | -234.1881 |
Avg Daily Profit (%) | 0.2593 | 0.1979 | 0.0614 | -0.0369 | 0.0561 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203381 | -92720 | -226387 | -411068 | -177538 | -467695 |
Profit Factor | 1.3114 | 1.5147 | 1.137 | 0.9757 | 1.2038 | 0.7952 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 165 | 79 | 86 | 165 | 79 | 86 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 56.1224 | 53.7415 | 58.5034 | 56.1224 | 53.7415 | 58.5034 |
Ratio Avg Win / Avg Loss | 1.0253 | 1.3038 | 0.8065 | 0.7628 | 1.0362 | 0.564 |
Largest Winning Trade | 61918 | 61918 | 52117 | 101955 | 101955 | 52240 |
Largest Losing Trade | -83786 | -45275 | -83786 | -135426 | -103110 | -135426 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3543 | 1769 | 1774 | 3543 | 1769 | 1774 |
Profit Streak | 0 | 0 | 23.8072 | 0 | 0 | 23.8072 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392067 | 345488 | -180576 | -578168 | -117917 | -579017 |
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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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