Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414350.6632 | 324863.8284 | 89486.8347 | 311675.1855 | 369971.5007 | -58296.3152 |
Total P&L (%) | 414.3507 | 324.8638 | 89.4868 | 311.6752 | 369.9715 | -58.2963 |
Avg Daily Profit (%) | 0.1657 | 0.1299 | 0.0358 | 0.0566 | 0.0619 | -0.035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150626 | -110937 | -93502 | -1295431 | -901125 | -730744 |
Profit Factor | 1.4004 | 1.6433 | 1.1689 | 1.0491 | 1.1077 | 0.98 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Losing Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Profitability (%) | 54.3796 | 54.7445 | 54.0146 | 54.3796 | 54.7445 | 54.0146 |
Ratio Avg Win / Avg Loss | 1.1749 | 1.3585 | 0.9952 | 0.8801 | 0.9157 | 0.8343 |
Largest Winning Trade | 120266 | 120266 | 52554 | 344374 | 344374 | 311669 |
Largest Losing Trade | -38117 | -22683 | -38117 | -352848 | -337422 | -352848 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 31 | 26 | 37 | 31 | 26 | 37 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 7334 | 3284 | 4049 | 7334 | 3284 | 4049 |
Profit Streak | 0 | 0 | 17.8402 | 0 | 0 | 17.8402 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370947 | -16911 | -179807 | -283289 | -213316 | -579104 |
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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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