Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535804.8287 | 357485.0316 | 178319.7972 | 799882.8188 | -26870.4322 | 826753.2511 |
Total P&L (%) | 535.8048 | 357.485 | 178.3198 | 799.8828 | -26.8704 | 826.7533 |
Avg Daily Profit (%) | 0.2778 | 0.1854 | 0.0925 | 0.114 | -0.0162 | 0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128684 | -123963 | -65652 | -745783 | -839141 | -309053 |
Profit Factor | 1.4532 | 1.5244 | 1.3562 | 1.1585 | 0.9918 | 1.4643 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 163 | 77 | 86 | 163 | 77 | 86 |
Losing Trades | 168 | 88 | 80 | 168 | 88 | 80 |
Profitability (%) | 49.2447 | 46.6667 | 51.8072 | 49.2447 | 46.6667 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.4978 | 1.7422 | 1.2616 | 1.1941 | 1.1335 | 1.3622 |
Largest Winning Trade | 92295 | 92295 | 57710 | 258014 | 258014 | 180425 |
Largest Losing Trade | -51280 | -48816 | -51280 | -316916 | -316916 | -194106 |
Avg Bars in Trades | 16 | 20 | 13 | 16 | 20 | 13 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Losers | 15 | 20 | 9 | 15 | 20 | 9 |
Bars Traded | 5598 | 3301 | 2297 | 5598 | 3301 | 2297 |
Profit Streak | 0 | 8.2505 | 0 | 0 | 8.2505 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411754 | 360915 | -68276 | -84827 | -579148 | -36462 |
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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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