Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323345.8875 | 231484.0263 | 91861.8613 | 208661.4184 | 278494.4896 | -69833.0713 |
Total P&L (%) | 323.3459 | 231.484 | 91.8619 | 208.6614 | 278.4945 | -69.8331 |
Avg Daily Profit (%) | 0.2284 | 0.1635 | 0.0649 | 0.0796 | 0.094 | -0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89130 | -44880 | -86495 | -364377 | -195937 | -391832 |
Profit Factor | 1.4491 | 1.6364 | 1.2579 | 1.0982 | 1.2899 | 0.94 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 65.6627 | 62.6506 | 68.6747 | 65.6627 | 62.6506 | 68.6747 |
Ratio Avg Win / Avg Loss | 0.7578 | 0.9756 | 0.5738 | 0.5743 | 0.769 | 0.4288 |
Largest Winning Trade | 40112 | 40112 | 24993 | 103924 | 103924 | 96555 |
Largest Losing Trade | -72043 | -43496 | -72043 | -305171 | -147218 | -305171 |
Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Losers | 38 | 45 | 29 | 38 | 45 | 29 |
Bars Traded | 4042 | 2330 | 1712 | 4042 | 2330 | 1712 |
Profit Streak | 15.0434 | 0 | 45.3767 | 15.0434 | 0 | 45.3767 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394401 | 341755 | -104515 | -197039 | -67195 | -577145 |
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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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