Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252197.0301 | 191483.3657 | 60713.6644 | 134525.7141 | 147807.9104 | -13282.1962 |
Total P&L (%) | 252.197 | 191.4834 | 60.7137 | 134.5257 | 147.8079 | -13.2822 |
Avg Daily Profit (%) | 0.2421 | 0.1838 | 0.0583 | 0.0819 | 0.0872 | -0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73733 | -71568 | -62777 | -241048 | -140851 | -195024 |
Profit Factor | 1.3175 | 1.4725 | 1.1561 | 1.0847 | 1.1878 | 0.9834 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
Profitability (%) | 50 | 45.9854 | 54.0146 | 50 | 45.9854 | 54.0146 |
Ratio Avg Win / Avg Loss | 1.3175 | 1.7297 | 0.9842 | 1.0847 | 1.3952 | 0.8372 |
Largest Winning Trade | 110417 | 110417 | 27830 | 136017 | 136017 | 89190 |
Largest Losing Trade | -31301 | -31301 | -30640 | -82933 | -82933 | -80578 |
Avg Bars in Trades | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Winners | 93 | 95 | 91 | 93 | 95 | 91 |
Avg Bars in Losers | 87 | 84 | 89 | 87 | 84 | 89 |
Bars Traded | 24711 | 12324 | 12387 | 24711 | 12324 | 12387 |
Profit Streak | 6.4356 | 10.5606 | 0 | 6.4356 | 10.5606 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370674 | 310700 | -165883 | -208918 | -91637 | -580448 |
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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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