Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446653.5638 | 345878.1104 | 100775.4534 | 99833.2276 | 109086.7752 | -9253.5476 |
Total P&L (%) | 446.6536 | 345.8781 | 100.7755 | 99.8332 | 109.0868 | -9.2535 |
Avg Daily Profit (%) | 0.3619 | 0.2802 | 0.0816 | 0.0561 | 0.0598 | -0.0079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99766 | -78309 | -88008 | -430129 | -321590 | -213083 |
Profit Factor | 1.4963 | 1.8136 | 1.2122 | 1.0531 | 1.1205 | 0.9905 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 69.3023 | 66.3551 | 72.2222 | 69.3023 | 66.3551 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.6628 | 0.9196 | 0.4662 | 0.4665 | 0.5681 | 0.381 |
Largest Winning Trade | 81090 | 81090 | 29013 | 122099 | 101857 | 122099 |
Largest Losing Trade | -88008 | -48269 | -88008 | -253012 | -253012 | -190099 |
Avg Bars in Trades | 67 | 71 | 63 | 67 | 71 | 63 |
Avg Bars in Winners | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Losers | 112 | 115 | 109 | 112 | 115 | 109 |
Bars Traded | 14528 | 7686 | 6842 | 14528 | 7686 | 6842 |
Profit Streak | 20.4337 | 21.517 | 20.4337 | 20.4337 | 21.517 | 20.4337 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495491 | 427329 | -82108 | -276640 | -199851 | -576825 |
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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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