Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298256.4787 | 226323.208 | 71933.2707 | 55754.2312 | 126250.3887 | -70496.1575 |
Total P&L (%) | 298.2565 | 226.3232 | 71.9333 | 55.7542 | 126.2504 | -70.4962 |
Avg Daily Profit (%) | 0.2863 | 0.2173 | 0.0691 | 0.0425 | 0.0784 | -0.1171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97008 | -78532 | -87797 | -249083 | -130188 | -212805 |
Profit Factor | 1.4389 | 1.7436 | 1.1917 | 1.0637 | 1.3574 | 0.865 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 69.2308 | 66.6667 | 71.7647 | 69.2308 | 66.6667 | 71.7647 |
Ratio Avg Win / Avg Loss | 0.6395 | 0.8718 | 0.4689 | 0.4728 | 0.6787 | 0.3403 |
Largest Winning Trade | 29956 | 29956 | 28824 | 57675 | 57675 | 46197 |
Largest Losing Trade | -84842 | -45104 | -84842 | -121542 | -103232 | -121542 |
Avg Bars in Trades | 146 | 155 | 137 | 146 | 155 | 137 |
Avg Bars in Winners | 98 | 104 | 92 | 98 | 104 | 92 |
Avg Bars in Losers | 254 | 258 | 249 | 254 | 258 | 249 |
Bars Traded | 24749 | 13099 | 11650 | 24749 | 13099 | 11650 |
Profit Streak | 16.6481 | 16.6481 | 40.8981 | 16.6481 | 16.6481 | 40.8981 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449410 | 395230 | -107850 | -284291 | -86801 | -576579 |
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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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