Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278139.1201 | 188313.7411 | 89825.379 | -4477.6835 | -2066.1306 | -2411.5529 |
Total P&L (%) | 278.1391 | 188.3137 | 89.8254 | -4.4777 | -2.0661 | -2.4116 |
Avg Daily Profit (%) | 0.2041 | 0.1382 | 0.0659 | -0.0034 | -0.0015 | -0.0018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175017 | -119823 | -164719 | -103273 | -78149 | -51029 |
Profit Factor | 1.2413 | 1.3296 | 1.1545 | 0.9898 | 0.9911 | 0.9885 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 160 | 76 | 84 | 160 | 76 | 84 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 59.4796 | 56.2963 | 62.6866 | 59.4796 | 56.2963 | 62.6866 |
Ratio Avg Win / Avg Loss | 0.8456 | 1.0322 | 0.6872 | 0.6743 | 0.7694 | 0.5884 |
Largest Winning Trade | 65583 | 65583 | 39254 | 30466 | 30466 | 14038 |
Largest Losing Trade | -66162 | -35594 | -66162 | -38035 | -38035 | -29145 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 2710 | 1341 | 1369 | 2710 | 1341 | 1369 |
Profit Streak | 0 | 0 | 19.0501 | 0 | 0 | 19.0501 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310634 | -7361 | -154821 | -577864 | -579880 | -578494 |
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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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