Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458297.2029 | 443320.5809 | 14976.6219 | 85478.5586 | 156228.1728 | -70749.6142 |
Total P&L (%) | 458.2972 | 443.3206 | 14.9766 | 85.4786 | 156.2282 | -70.7496 |
Avg Daily Profit (%) | 0.2375 | 0.2297 | 0.0078 | 0.032 | 0.0488 | -0.0637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168645 | -97329 | -275692 | -369417 | -67447 | -346984 |
Profit Factor | 1.3056 | 1.6758 | 1.0177 | 1.0623 | 1.3172 | 0.9196 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 166 | 77 | 89 | 164 | 74 | 90 |
Losing Trades | 124 | 68 | 56 | 126 | 71 | 55 |
Profitability (%) | 57.2414 | 53.1034 | 61.3793 | 56.5517 | 51.0345 | 62.069 |
Ratio Avg Win / Avg Loss | 0.9752 | 1.48 | 0.6404 | 0.8161 | 1.2638 | 0.562 |
Largest Winning Trade | 103315 | 103315 | 49802 | 84133 | 42464 | 84133 |
Largest Losing Trade | -133847 | -53036 | -133847 | -344369 | -29451 | -344369 |
Avg Bars in Trades | 78 | 72 | 84 | 78 | 72 | 84 |
Avg Bars in Winners | 60 | 57 | 63 | 66 | 62 | 69 |
Avg Bars in Losers | 102 | 89 | 118 | 94 | 82 | 109 |
Bars Traded | 22813 | 10527 | 12286 | 22813 | 10527 | 12286 |
Profit Streak | 20.8637 | 52.9471 | 20.8637 | 20.8637 | 52.9471 | 20.8637 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373019 | 421499 | -393719 | -299926 | -126090 | -578327 |
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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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