Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384157.0254 | 228200.6026 | 155956.4228 | 372385.8308 | 572647.4873 | -200261.6565 |
Total P&L (%) | 384.157 | 228.2006 | 155.9564 | 372.3858 | 572.6475 | -200.2617 |
Avg Daily Profit (%) | 0.2128 | 0.1264 | 0.0864 | 0.086 | 0.1056 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142287 | -46450 | -138759 | -1085418 | -232407 | -1050451 |
Profit Factor | 1.5755 | 2.2284 | 1.3237 | 1.0972 | 1.5378 | 0.9276 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Losing Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Profitability (%) | 40.4908 | 47.561 | 33.3333 | 40.4908 | 47.561 | 33.3333 |
Ratio Avg Win / Avg Loss | 2.3155 | 2.4569 | 2.6475 | 1.6126 | 1.6955 | 1.8552 |
Largest Winning Trade | 82364 | 82364 | 74875 | 334174 | 240890 | 334174 |
Largest Losing Trade | -54875 | -15653 | -54875 | -248155 | -104544 | -248155 |
Avg Bars in Trades | 21 | 4 | 38 | 21 | 4 | 38 |
Avg Bars in Winners | 42 | 6 | 94 | 42 | 6 | 94 |
Avg Bars in Losers | 7 | 2 | 10 | 7 | 2 | 10 |
Bars Traded | 3507 | 388 | 3120 | 3507 | 388 | 3120 |
Profit Streak | 66.0039 | 66.0039 | 68.0039 | 66.0039 | 66.0039 | 68.0039 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341288 | -24200 | -93764 | -191719 | -53065 | -595470 |
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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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