Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558854.5671 | 518674.8983 | 40179.6687 | 133573.0697 | 273901.6278 | -140328.5581 |
Total P&L (%) | 558.8546 | 518.6749 | 40.1797 | 133.5731 | 273.9016 | -140.3286 |
Avg Daily Profit (%) | 0.2991 | 0.2776 | 0.0215 | 0.0454 | 0.0706 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169348 | -81277 | -188035 | -186286 | -124377 | -205939 |
Profit Factor | 1.5646 | 2.0247 | 1.0831 | 1.1276 | 1.5302 | 0.7354 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 47.3684 | 45.3488 | 49.4118 | 47.3684 | 45.3488 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.7385 | 2.44 | 1.1089 | 1.2529 | 1.8441 | 0.753 |
Largest Winning Trade | 330388 | 330388 | 36867 | 272715 | 272715 | 80395 |
Largest Losing Trade | -60041 | -34282 | -60041 | -103844 | -78074 | -103844 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 5326 | 2497 | 2829 | 5326 | 2497 | 2829 |
Profit Streak | 0 | 0 | 43.8635 | 0 | 0 | 43.8635 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416480 | 384962 | -295045 | -212582 | -97926 | -580346 |
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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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