Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277587.8109 | 188363.3877 | 89224.4233 | 396040.3895 | 438725.6443 | -42685.2549 |
Total P&L (%) | 277.5878 | 188.3634 | 89.2244 | 396.0404 | 438.7256 | -42.6853 |
Avg Daily Profit (%) | 0.2665 | 0.1808 | 0.0857 | 0.1539 | 0.1618 | -0.0534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70576 | -59905 | -83618 | -186310 | -109616 | -170870 |
Profit Factor | 1.3615 | 1.5325 | 1.2154 | 1.2403 | 1.6084 | 0.9539 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Losing Trades | 166 | 81 | 85 | 166 | 81 | 85 |
Profitability (%) | 40.9253 | 42.1429 | 39.7163 | 40.9253 | 42.1429 | 39.7163 |
Ratio Avg Win / Avg Loss | 1.9652 | 2.1039 | 1.8448 | 1.7904 | 2.2082 | 1.4479 |
Largest Winning Trade | 46352 | 46352 | 32868 | 169415 | 169415 | 116224 |
Largest Losing Trade | -21642 | -21642 | -17005 | -90965 | -88006 | -90965 |
Avg Bars in Trades | 88 | 82 | 94 | 88 | 82 | 94 |
Avg Bars in Winners | 143 | 121 | 166 | 143 | 121 | 166 |
Avg Bars in Losers | 50 | 54 | 47 | 50 | 54 | 47 |
Bars Traded | 24914 | 11550 | 13364 | 24914 | 11550 | 13364 |
Profit Streak | 0 | 33.5542 | 0 | 0 | 33.5542 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277228 | 298147 | -82096 | 215927 | 307727 | -583291 |
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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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