Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228964.2324 | 182493.0257 | 46471.2068 | 136497.7178 | 151073.8895 | -14576.1717 |
Total P&L (%) | 228.9642 | 182.493 | 46.4712 | 136.4977 | 151.0739 | -14.5762 |
Avg Daily Profit (%) | 0.2198 | 0.1752 | 0.0446 | 0.0827 | 0.0884 | -0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92699 | -76477 | -90896 | -121000 | -83021 | -149031 |
Profit Factor | 1.2404 | 1.4054 | 1.0925 | 1.1355 | 1.3265 | 0.9732 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 144 | 68 | 76 | 144 | 68 | 76 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 50.5263 | 47.8873 | 53.1469 | 50.5263 | 47.8873 | 53.1469 |
Ratio Avg Win / Avg Loss | 1.2145 | 1.5294 | 0.9631 | 1.1119 | 1.4436 | 0.858 |
Largest Winning Trade | 42830 | 42830 | 23986 | 44894 | 44894 | 35052 |
Largest Losing Trade | -30267 | -23363 | -30267 | -55244 | -25750 | -55244 |
Avg Bars in Trades | 86 | 100 | 72 | 86 | 100 | 72 |
Avg Bars in Winners | 98 | 114 | 83 | 98 | 114 | 83 |
Avg Bars in Losers | 74 | 87 | 60 | 74 | 87 | 60 |
Bars Traded | 24673 | 14291 | 10382 | 24673 | 14291 | 10382 |
Profit Streak | 13.6897 | 13.6897 | 13.8564 | 13.6897 | 13.6897 | 13.8564 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380425 | 318546 | -254085 | -150983 | -75069 | -579468 |
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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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