Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164197.1426 | 84168.2422 | 80028.9004 | 143714.7027 | 229944.2916 | -86229.5889 |
Total P&L (%) | 164.1971 | 84.1682 | 80.0289 | 143.7147 | 229.9443 | -86.2296 |
Avg Daily Profit (%) | 0.6305 | 0.3232 | 0.3073 | 0.3427 | 0.4594 | -0.7584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79049 | -16215 | -80332 | -367354 | -47604 | -407616 |
Profit Factor | 1.5696 | 1.9259 | 1.4055 | 1.1491 | 1.9804 | 0.8818 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 61.3497 | 57.3171 | 65.4321 | 61.3497 | 57.3171 | 65.4321 |
Ratio Avg Win / Avg Loss | 0.9889 | 1.4342 | 0.7425 | 0.7239 | 1.4748 | 0.4659 |
Largest Winning Trade | 28779 | 28779 | 20923 | 103248 | 103248 | 60552 |
Largest Losing Trade | -56199 | -16215 | -56199 | -204375 | -28877 | -204375 |
Avg Bars in Trades | 150 | 74 | 227 | 150 | 74 | 227 |
Avg Bars in Winners | 147 | 78 | 209 | 147 | 78 | 209 |
Avg Bars in Losers | 154 | 69 | 260 | 154 | 69 | 260 |
Bars Traded | 24506 | 6096 | 18410 | 24506 | 6096 | 18410 |
Profit Streak | 0 | 0 | 6.1157 | 0 | 0 | 6.1157 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442629 | 227344 | -1891 | -48443 | 273051 | -590269 |
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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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