Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270402.8389 | 170272.0407 | 100130.7981 | 49587.7914 | 116843.4378 | -67255.6464 |
Total P&L (%) | 270.4028 | 170.272 | 100.1308 | 49.5878 | 116.8434 | -67.2556 |
Avg Daily Profit (%) | 0.1609 | 0.1013 | 0.0596 | 0.024 | 0.0461 | -0.0664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180460 | -153465 | -118629 | -107649 | -34212 | -100026 |
Profit Factor | 1.2045 | 1.284 | 1.1386 | 1.0939 | 1.6579 | 0.8081 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 189 | 92 | 97 | 189 | 92 | 97 |
Losing Trades | 199 | 102 | 97 | 199 | 102 | 97 |
Profitability (%) | 48.7113 | 47.4227 | 50 | 48.7113 | 47.4227 | 50 |
Ratio Avg Win / Avg Loss | 1.2682 | 1.4235 | 1.1386 | 1.1518 | 1.8381 | 0.8081 |
Largest Winning Trade | 30831 | 30831 | 28702 | 25614 | 20463 | 25614 |
Largest Losing Trade | -52230 | -24659 | -52230 | -69722 | -11707 | -69722 |
Avg Bars in Trades | 12 | 10 | 15 | 12 | 10 | 15 |
Avg Bars in Winners | 14 | 11 | 17 | 14 | 11 | 17 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 4980 | 2019 | 2961 | 4980 | 2019 | 2961 |
Profit Streak | 9.7817 | 24.4483 | 0 | 9.7817 | 24.4483 | 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 | 333231 | -56974 | -180730 | -276978 | -127483 | -580040 |
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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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