Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144448.0127 | 98249.5838 | 46198.4289 | 49772.3398 | 67969.4536 | -18197.1138 |
Total P&L (%) | 144.448 | 98.2496 | 46.1984 | 49.7723 | 67.9695 | -18.1971 |
Avg Daily Profit (%) | 0.3245 | 0.2207 | 0.1038 | 0.0908 | 0.1166 | -0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90556 | -60875 | -70751 | -217231 | -180616 | -200162 |
Profit Factor | 1.208 | 1.2938 | 1.1283 | 1.0326 | 1.0952 | 0.9776 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 172 | 78 | 94 | 172 | 78 | 94 |
Losing Trades | 178 | 97 | 81 | 178 | 97 | 81 |
Profitability (%) | 49.1429 | 44.5714 | 53.7143 | 49.1429 | 44.5714 | 53.7143 |
Ratio Avg Win / Avg Loss | 1.2501 | 1.6089 | 0.9722 | 1.0686 | 1.362 | 0.8424 |
Largest Winning Trade | 83789 | 83789 | 33839 | 143350 | 143350 | 76654 |
Largest Losing Trade | -43146 | -15015 | -43146 | -135668 | -33228 | -135668 |
Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
Avg Bars in Winners | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 10482 | 4963 | 5519 | 10482 | 4963 | 5519 |
Profit Streak | 12.389 | 12.389 | 13.6807 | 12.389 | 12.389 | 13.6807 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384559 | 262475 | -136094 | -255330 | -154981 | -579667 |
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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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