Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249244.4672 | 33988.2477 | 215256.2195 | 128104.1399 | -53073.566 | 181177.7059 |
Total P&L (%) | 249.2445 | 33.9882 | 215.2562 | 128.1041 | -53.0736 | 181.1777 |
Avg Daily Profit (%) | 0.1634 | 0.0223 | 0.1411 | 0.0541 | -0.0496 | 0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108509 | -75729 | -48697 | -216531 | -111128 | -111816 |
Profit Factor | 1.3749 | 1.0967 | 1.6869 | 1.0973 | 0.9201 | 1.278 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 47.7419 | 47.4359 | 48.0519 | 47.7419 | 47.4359 | 48.0519 |
Ratio Avg Win / Avg Loss | 1.5049 | 1.2152 | 1.8237 | 1.2011 | 1.0196 | 1.3816 |
Largest Winning Trade | 74796 | 64801 | 74796 | 94904 | 94904 | 91149 |
Largest Losing Trade | -33143 | -28283 | -33143 | -80887 | -55491 | -80887 |
Avg Bars in Trades | 115 | 78 | 153 | 115 | 78 | 153 |
Avg Bars in Winners | 148 | 72 | 224 | 148 | 72 | 224 |
Avg Bars in Losers | 86 | 83 | 88 | 86 | 83 | 88 |
Bars Traded | 17963 | 6112 | 11851 | 17963 | 6112 | 11851 |
Profit Streak | 0 | 0 | 14.7649 | 0 | 0 | 14.7649 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320195 | -315493 | -43637 | -234246 | -614566 | -144614 |
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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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