Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532229.8441 | 491383.1345 | 40846.7096 | 64915.7772 | 91918.6597 | -27002.8824 |
Total P&L (%) | 532.2298 | 491.3831 | 40.8467 | 64.9158 | 91.9187 | -27.0029 |
Avg Daily Profit (%) | 0.2203 | 0.2034 | 0.0169 | 0.0207 | 0.027 | -0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163977 | -137080 | -180816 | -501468 | -447662 | -227012 |
Profit Factor | 1.3604 | 1.5937 | 1.0629 | 1.0266 | 1.0631 | 0.9726 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 127 | 54 | 73 | 127 | 54 | 73 |
Losing Trades | 191 | 105 | 86 | 191 | 105 | 86 |
Profitability (%) | 39.9371 | 33.9623 | 45.912 | 39.9371 | 33.9623 | 45.912 |
Ratio Avg Win / Avg Loss | 2.046 | 3.0989 | 1.2522 | 1.5439 | 2.0672 | 1.1458 |
Largest Winning Trade | 198716 | 198716 | 45564 | 347521 | 347521 | 71095 |
Largest Losing Trade | -42867 | -39270 | -42867 | -204023 | -204023 | -54431 |
Avg Bars in Trades | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Winners | 35 | 41 | 30 | 35 | 41 | 30 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 7193 | 4008 | 3185 | 7193 | 4008 | 3185 |
Profit Streak | 23.1987 | 33.1987 | 0 | 23.1987 | 33.1987 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300560 | 214310 | -324739 | -357120 | -311467 | -580145 |
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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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