Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416820.9376 | 291035.5692 | 125785.3684 | 353914.2976 | 412834.7268 | -58920.4292 |
Total P&L (%) | 416.8209 | 291.0356 | 125.7854 | 353.9143 | 412.8347 | -58.9204 |
Avg Daily Profit (%) | 0.3047 | 0.2127 | 0.0919 | 0.1106 | 0.1196 | -0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127078 | -92665 | -77417 | -398789 | -372672 | -361432 |
Profit Factor | 1.5689 | 1.7646 | 1.3573 | 1.166 | 1.3877 | 0.9448 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 38.8535 | 32.9114 | 44.8718 | 38.8535 | 32.9114 | 44.8718 |
Ratio Avg Win / Avg Loss | 2.4691 | 3.597 | 1.6676 | 1.835 | 2.8288 | 1.1608 |
Largest Winning Trade | 150842 | 150842 | 44156 | 221167 | 221167 | 130923 |
Largest Losing Trade | -31630 | -18457 | -31630 | -120619 | -96537 | -120619 |
Avg Bars in Trades | 102 | 95 | 110 | 102 | 95 | 110 |
Avg Bars in Winners | 181 | 177 | 184 | 181 | 177 | 184 |
Avg Bars in Losers | 52 | 55 | 49 | 52 | 55 | 49 |
Bars Traded | 16135 | 7535 | 8600 | 16135 | 7535 | 8600 |
Profit Streak | 5.8798 | 6.1298 | 0 | 5.8798 | 6.1298 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307490 | -21832 | -105122 | -84961 | -64562 | -615563 |
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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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