Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380040.0626 | 224194.6885 | 155845.3741 | 300856.3181 | 326074.3228 | -25218.0047 |
Total P&L (%) | 380.0401 | 224.1947 | 155.8454 | 300.8563 | 326.0743 | -25.218 |
Avg Daily Profit (%) | 0.2792 | 0.1647 | 0.1145 | 0.102 | 0.1065 | -0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129749 | -84847 | -145864 | -502965 | -378606 | -585882 |
Profit Factor | 1.4152 | 1.4771 | 1.35 | 1.1085 | 1.2488 | 0.9828 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 158 | 74 | 84 | 158 | 74 | 84 |
Losing Trades | 121 | 66 | 55 | 121 | 66 | 55 |
Profitability (%) | 56.6308 | 52.8571 | 60.4317 | 56.6308 | 52.8571 | 60.4317 |
Ratio Avg Win / Avg Loss | 1.0838 | 1.3174 | 0.8839 | 0.8489 | 1.1138 | 0.6435 |
Largest Winning Trade | 69694 | 69694 | 33344 | 165254 | 165254 | 152676 |
Largest Losing Trade | -69162 | -46756 | -69162 | -192560 | -147499 | -192560 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 7956 | 3841 | 4115 | 7956 | 3841 | 4115 |
Profit Streak | 0 | 0 | 34.4319 | 0 | 0 | 34.4319 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420571 | 322214 | -38555 | -157021 | -50531 | -577889 |
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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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