Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478574.77 | 420831.6535 | 57743.1165 | 47496.6538 | -10083.2637 | 57579.9175 |
Total P&L (%) | 478.5748 | 420.8317 | 57.7431 | 47.4967 | -10.0833 | 57.5799 |
Avg Daily Profit (%) | 0.2034 | 0.1788 | 0.0245 | 0.0165 | -0.0045 | 0.0193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160551 | -111413 | -208838 | -423140 | -420982 | -303624 |
Profit Factor | 1.3173 | 1.5936 | 1.0722 | 1.0164 | 0.9931 | 1.0405 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 162 | 80 | 82 | 162 | 80 | 82 |
Losing Trades | 159 | 81 | 78 | 159 | 81 | 78 |
Profitability (%) | 50.4673 | 49.6894 | 51.25 | 50.4673 | 49.6894 | 51.25 |
Ratio Avg Win / Avg Loss | 1.2929 | 1.6135 | 1.0199 | 0.9976 | 1.0055 | 0.9897 |
Largest Winning Trade | 116525 | 116525 | 59753 | 164976 | 127472 | 164976 |
Largest Losing Trade | -52707 | -37698 | -52707 | -141152 | -141152 | -103704 |
Avg Bars in Trades | 21 | 18 | 24 | 21 | 18 | 24 |
Avg Bars in Winners | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 6963 | 3018 | 3945 | 6963 | 3018 | 3945 |
Profit Streak | 0 | 0 | 13.6099 | 0 | 0 | 13.6099 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354836 | 391479 | -300643 | -374427 | -578666 | -344213 |
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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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