Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286810.7921 | 184821.7371 | 101989.0549 | 723986.4473 | 723918.8363 | 67.6111 |
Total P&L (%) | 286.8108 | 184.8217 | 101.9891 | 723.9864 | 723.9188 | 0.0676 |
Avg Daily Profit (%) | 0.5507 | 0.3549 | 0.1958 | 0.4057 | 0.4057 | 0.0001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66610 | -22592 | -58282 | -769423 | -234223 | -679689 |
Profit Factor | 1.7892 | 2.0702 | 1.5348 | 1.2714 | 1.6353 | 1 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 37.3494 | 37.3494 | 37.3494 | 37.3494 | 37.3494 | 37.3494 |
Ratio Avg Win / Avg Loss | 3.0013 | 3.4726 | 2.5745 | 2.1326 | 2.743 | 1.6775 |
Largest Winning Trade | 62175 | 62175 | 31813 | 489472 | 489472 | 356062 |
Largest Losing Trade | -11098 | -9953 | -11098 | -124058 | -122507 | -124058 |
Avg Bars in Trades | 148 | 139 | 157 | 148 | 139 | 157 |
Avg Bars in Winners | 281 | 266 | 296 | 281 | 266 | 296 |
Avg Bars in Losers | 69 | 63 | 74 | 69 | 63 | 74 |
Bars Traded | 24642 | 11596 | 13045 | 24642 | 11596 | 13045 |
Profit Streak | 0 | 32.6133 | 0 | 0 | 32.6133 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338147 | 290026 | 158207 | 223107 | 290461 | -583598 |
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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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