Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339559.1948 | 289707.3352 | 49851.8595 | 106291.3036 | 80425.625 | 25865.6785 |
Total P&L (%) | 339.5592 | 289.7073 | 49.8519 | 106.2913 | 80.4256 | 25.8657 |
Avg Daily Profit (%) | 0.1803 | 0.1539 | 0.0265 | 0.0385 | 0.0313 | 0.0122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121454 | -76373 | -93972 | -262432 | -186329 | -217088 |
Profit Factor | 1.4111 | 1.7743 | 1.1103 | 1.0716 | 1.1211 | 1.0315 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 53.1646 | 54.4304 | 51.8987 | 53.1646 | 54.4304 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.2431 | 1.4855 | 1.0291 | 0.944 | 0.9386 | 0.956 |
Largest Winning Trade | 159029 | 159029 | 47292 | 113167 | 113167 | 104224 |
Largest Losing Trade | -39928 | -35491 | -39928 | -103919 | -75787 | -103919 |
Avg Bars in Trades | 23 | 19 | 26 | 23 | 19 | 26 |
Avg Bars in Winners | 26 | 21 | 32 | 26 | 21 | 32 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 3650 | 1555 | 2094 | 3650 | 1555 | 2094 |
Profit Streak | 0 | 0 | 11.7244 | 0 | 0 | 11.7244 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350330 | -16625 | -283840 | -283488 | -266130 | -393345 |
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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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