Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257059.6 | 143754.0888 | 113305.5112 | 199677.0695 | 63676.2548 | 136000.8147 |
Total P&L (%) | 257.0596 | 143.7541 | 113.3055 | 199.6771 | 63.6763 | 136.0008 |
Avg Daily Profit (%) | 0.2468 | 0.138 | 0.1088 | 0.1054 | 0.0473 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90280 | -51013 | -59316 | -480181 | -246836 | -281050 |
Profit Factor | 1.3253 | 1.3782 | 1.2763 | 1.0842 | 1.0571 | 1.1083 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 152 | 70 | 82 | 152 | 70 | 82 |
Losing Trades | 171 | 92 | 79 | 171 | 92 | 79 |
Profitability (%) | 47.0588 | 43.2099 | 50.9317 | 47.0588 | 43.2099 | 50.9317 |
Ratio Avg Win / Avg Loss | 1.4909 | 1.8114 | 1.2296 | 1.2197 | 1.3893 | 1.0677 |
Largest Winning Trade | 126663 | 126663 | 31340 | 117252 | 113850 | 117252 |
Largest Losing Trade | -49472 | -14464 | -49472 | -112144 | -52401 | -112144 |
Avg Bars in Trades | 75 | 66 | 84 | 75 | 66 | 84 |
Avg Bars in Winners | 78 | 56 | 96 | 78 | 56 | 96 |
Avg Bars in Losers | 73 | 74 | 71 | 73 | 74 | 71 |
Bars Traded | 24443 | 10812 | 13631 | 24443 | 10812 | 13631 |
Profit Streak | 0 | 0 | 13.4049 | 0 | 0 | 13.4049 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316961 | -9476 | -46824 | -179632 | -290262 | -183252 |
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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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