Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201676.7735 | 174647.0021 | 27029.7714 | 59368.0016 | 112133.8192 | -52765.8176 |
Total P&L (%) | 201.6768 | 174.647 | 27.0298 | 59.368 | 112.1338 | -52.7658 |
Avg Daily Profit (%) | 0.1936 | 0.1677 | 0.0259 | 0.0448 | 0.0722 | -0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89716 | -84139 | -67233 | -179412 | -162800 | -163415 |
Profit Factor | 1.2074 | 1.3956 | 1.0509 | 1.0443 | 1.1815 | 0.9269 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 160 | 76 | 84 | 160 | 76 | 84 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 50.9554 | 48.4076 | 53.5032 | 50.9554 | 48.4076 | 53.5032 |
Ratio Avg Win / Avg Loss | 1.1621 | 1.4874 | 0.9133 | 1.0052 | 1.2592 | 0.8055 |
Largest Winning Trade | 32776 | 32776 | 23825 | 34465 | 34465 | 33233 |
Largest Losing Trade | -40526 | -27532 | -40526 | -83922 | -50127 | -83922 |
Avg Bars in Trades | 78 | 89 | 66 | 78 | 89 | 66 |
Avg Bars in Winners | 93 | 109 | 79 | 93 | 109 | 79 |
Avg Bars in Losers | 62 | 71 | 52 | 62 | 71 | 52 |
Bars Traded | 24581 | 14075 | 10506 | 24581 | 14075 | 10506 |
Profit Streak | 7.7111 | 0 | 41.4611 | 7.7111 | 0 | 41.4611 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342986 | 275772 | -325548 | -303170 | -117745 | -578553 |
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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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