Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169355.8987 | 130227.6113 | 39128.2874 | 99382.0285 | 133724.3636 | -34342.3351 |
Total P&L (%) | 169.3559 | 130.2276 | 39.1283 | 99.382 | 133.7244 | -34.3423 |
Avg Daily Profit (%) | 0.3252 | 0.25 | 0.0751 | 0.1326 | 0.1631 | -0.0807 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86128 | -61099 | -57075 | -149950 | -32752 | -141962 |
Profit Factor | 1.2819 | 1.4785 | 1.1191 | 1.1516 | 1.5138 | 0.9131 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 206 | 102 | 104 | 206 | 102 | 104 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 73.8351 | 73.3813 | 74.2857 | 73.8351 | 73.3813 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.4543 | 0.5363 | 0.3874 | 0.4081 | 0.5491 | 0.3161 |
Largest Winning Trade | 15425 | 15425 | 12907 | 16769 | 15738 | 16769 |
Largest Losing Trade | -56667 | -29587 | -56667 | -80365 | -24595 | -80365 |
Avg Bars in Trades | 87 | 87 | 86 | 87 | 87 | 86 |
Avg Bars in Winners | 44 | 45 | 44 | 44 | 45 | 44 |
Avg Bars in Losers | 205 | 201 | 210 | 205 | 201 | 210 |
Bars Traded | 24289 | 12110 | 12179 | 24289 | 12110 | 12179 |
Profit Streak | 12.809 | 23.7257 | 12.809 | 12.809 | 23.7257 | 12.809 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456456 | 412666 | -182192 | -65740 | 393681 | -576814 |
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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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