Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324641.6092 | 217556.6497 | 107084.9595 | 110109.4077 | 155884.6509 | -45775.2433 |
Total P&L (%) | 324.6416 | 217.5567 | 107.085 | 110.1094 | 155.8847 | -45.7752 |
Avg Daily Profit (%) | 0.1689 | 0.1132 | 0.0557 | 0.0386 | 0.0489 | -0.0318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258830 | -223876 | -64122 | -939608 | -712806 | -350240 |
Profit Factor | 1.2925 | 1.3514 | 1.2181 | 1.0444 | 1.1152 | 0.9593 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 168 | 78 | 90 | 168 | 78 | 90 |
Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Profitability (%) | 54.0193 | 50.3226 | 57.6923 | 54.0193 | 50.3226 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.1001 | 1.3341 | 0.8933 | 0.889 | 1.1009 | 0.7035 |
Largest Winning Trade | 128099 | 128099 | 17506 | 291720 | 291720 | 74505 |
Largest Losing Trade | -50365 | -50365 | -24465 | -295349 | -295349 | -197654 |
Avg Bars in Trades | 36 | 52 | 20 | 36 | 52 | 20 |
Avg Bars in Winners | 33 | 48 | 19 | 33 | 48 | 19 |
Avg Bars in Losers | 40 | 56 | 21 | 40 | 56 | 21 |
Bars Traded | 11340 | 8162 | 3178 | 11340 | 8162 | 3178 |
Profit Streak | 8.4807 | 0 | 16.6473 | 8.4807 | 0 | 16.6473 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367639 | -41160 | -118479 | -311778 | -221159 | -578668 |
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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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