Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308561.2693 | 232701.7337 | 75859.5356 | 88717.3754 | 120282.7071 | -31565.3317 |
Total P&L (%) | 308.5613 | 232.7017 | 75.8595 | 88.7174 | 120.2827 | -31.5653 |
Avg Daily Profit (%) | 0.2174 | 0.164 | 0.0534 | 0.0448 | 0.0557 | -0.0267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173581 | -92392 | -133236 | -247677 | -113722 | -197467 |
Profit Factor | 1.2398 | 1.3906 | 1.1098 | 1.0617 | 1.1817 | 0.9593 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Losing Trades | 198 | 101 | 97 | 198 | 101 | 97 |
Profitability (%) | 45.9016 | 44.8087 | 46.9945 | 45.9016 | 44.8087 | 46.9945 |
Ratio Avg Win / Avg Loss | 1.4612 | 1.7128 | 1.2517 | 1.2513 | 1.4556 | 1.082 |
Largest Winning Trade | 72125 | 72125 | 34687 | 86309 | 86309 | 40489 |
Largest Losing Trade | -39647 | -32400 | -39647 | -68945 | -39478 | -68945 |
Avg Bars in Trades | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Winners | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 8459 | 4491 | 3968 | 8459 | 4491 | 3968 |
Profit Streak | 8.9816 | 0 | 32.1483 | 8.9816 | 0 | 32.1483 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315047 | 278030 | -220810 | -284506 | -140545 | -578602 |
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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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