Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318856.0802 | 273231.2031 | 45624.8771 | 6667.4886 | 80105.2477 | -73437.7591 |
Total P&L (%) | 318.8561 | 273.2312 | 45.6249 | 6.6675 | 80.1052 | -73.4378 |
Avg Daily Profit (%) | 0.1688 | 0.1446 | 0.0241 | 0.0034 | 0.0311 | -0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238447 | -156267 | -148424 | -535057 | -287283 | -412375 |
Profit Factor | 1.2685 | 1.435 | 1.0815 | 1.004 | 1.091 | 0.9062 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 142 | 68 | 74 | 142 | 68 | 74 |
Losing Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Profitability (%) | 53.3835 | 51.1278 | 55.6391 | 53.3835 | 51.1278 | 55.6391 |
Ratio Avg Win / Avg Loss | 1.1077 | 1.3717 | 0.8623 | 0.8767 | 1.0428 | 0.7225 |
Largest Winning Trade | 197072 | 197072 | 47034 | 189397 | 189397 | 131590 |
Largest Losing Trade | -36113 | -36113 | -36039 | -134773 | -134773 | -100117 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 5534 | 2649 | 2885 | 5534 | 2649 | 2885 |
Profit Streak | 0 | 0 | 18.8401 | 0 | 0 | 18.8401 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336714 | 41370 | -293468 | -569705 | -271508 | -579410 |
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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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