Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330484.1933 | 165441.5725 | 165042.6209 | 334460.7767 | 212206.9111 | 122253.8656 |
Total P&L (%) | 330.4842 | 165.4416 | 165.0426 | 334.4608 | 212.2069 | 122.2539 |
Avg Daily Profit (%) | 0.3215 | 0.1609 | 0.1605 | 0.143 | 0.1108 | 0.0777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170168 | -83013 | -106661 | -495349 | -310638 | -245451 |
Profit Factor | 1.5242 | 1.5002 | 1.5508 | 1.2206 | 1.2592 | 1.1753 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 38.7879 | 34.1463 | 43.3735 | 38.7879 | 34.1463 | 43.3735 |
Ratio Avg Win / Avg Loss | 2.4055 | 2.8933 | 2.0246 | 1.9263 | 2.4284 | 1.5345 |
Largest Winning Trade | 172480 | 172480 | 37337 | 485489 | 485489 | 81952 |
Largest Losing Trade | -34936 | -18175 | -34936 | -111116 | -92266 | -111116 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Losers | 9 | 10 | 7 | 9 | 10 | 7 |
Bars Traded | 2924 | 1431 | 1493 | 2924 | 1431 | 1493 |
Profit Streak | 15.435 | 0 | 17.435 | 15.435 | 0 | 17.435 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309211 | -639 | 286138 | -4072 | -54459 | -117794 |
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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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