Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417908.6364 | 360078.278 | 57830.3584 | 48463.9225 | 142608.3984 | -94144.476 |
Total P&L (%) | 417.9086 | 360.0783 | 57.8304 | 48.4639 | 142.6084 | -94.1445 |
Avg Daily Profit (%) | 0.1669 | 0.1438 | 0.0231 | 0.0158 | 0.0354 | -0.1133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132691 | -91665 | -181711 | -170982 | -72103 | -199566 |
Profit Factor | 1.3102 | 1.6516 | 1.0728 | 1.0433 | 1.3174 | 0.8597 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Losing Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Profitability (%) | 55.4422 | 56.4626 | 54.4218 | 55.4422 | 56.4626 | 54.4218 |
Ratio Avg Win / Avg Loss | 1.053 | 1.2735 | 0.8985 | 0.8385 | 1.0158 | 0.72 |
Largest Winning Trade | 138735 | 138735 | 53854 | 80316 | 80316 | 42974 |
Largest Losing Trade | -66825 | -31793 | -66825 | -70490 | -41737 | -70490 |
Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Winners | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 4888 | 1963 | 2924 | 4888 | 1963 | 2924 |
Profit Streak | 6.3391 | 6.3391 | 16.3391 | 6.3391 | 6.3391 | 16.3391 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402175 | 94562 | -303187 | -344145 | -143762 | -579022 |
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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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