Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281647.1559 | 79724.8605 | 201922.2954 | 17416.7553 | -45600.2472 | 63017.0025 |
Total P&L (%) | 281.6472 | 79.7249 | 201.9223 | 17.4168 | -45.6002 | 63.017 |
Avg Daily Profit (%) | 0.19 | 0.0538 | 0.1363 | 0.0108 | -0.0411 | 0.033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113317 | -134317 | -89350 | -465093 | -319029 | -320080 |
Profit Factor | 1.3838 | 1.1928 | 1.6306 | 1.0103 | 0.946 | 1.0748 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 67.2414 | 64.3678 | 70.1149 | 67.2414 | 64.3678 | 70.1149 |
Ratio Avg Win / Avg Loss | 0.6742 | 0.6603 | 0.695 | 0.4922 | 0.5237 | 0.4581 |
Largest Winning Trade | 45781 | 45781 | 23932 | 58798 | 58798 | 35887 |
Largest Losing Trade | -83501 | -54919 | -83501 | -299945 | -161392 | -299945 |
Avg Bars in Trades | 100 | 118 | 83 | 100 | 118 | 83 |
Avg Bars in Winners | 60 | 70 | 51 | 60 | 70 | 51 |
Avg Bars in Losers | 183 | 204 | 157 | 183 | 204 | 157 |
Bars Traded | 17541 | 10285 | 7256 | 17541 | 10285 | 7256 |
Profit Streak | 40.6046 | 53.3546 | 40.6046 | 40.6046 | 53.3546 | 40.6046 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402464 | -128001 | -6840 | -393093 | -577551 | -285176 |
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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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