Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348884.1452 | 247843.5136 | 101040.6316 | 165189.7045 | 217730.9599 | -52541.2554 |
Total P&L (%) | 348.8841 | 247.8435 | 101.0406 | 165.1897 | 217.731 | -52.5413 |
Avg Daily Profit (%) | 0.3389 | 0.2407 | 0.0981 | 0.0948 | 0.1124 | -0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116853 | -97009 | -113855 | -162097 | -130347 | -182407 |
Profit Factor | 1.3793 | 1.6082 | 1.1973 | 1.1288 | 1.3874 | 0.9271 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 141 | 64 | 77 | 141 | 64 | 77 |
Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
Profitability (%) | 47.6351 | 43.2432 | 52.027 | 47.6351 | 43.2432 | 52.027 |
Ratio Avg Win / Avg Loss | 1.5163 | 2.1108 | 1.104 | 1.2408 | 1.8209 | 0.8549 |
Largest Winning Trade | 181359 | 181359 | 45264 | 213735 | 213735 | 54523 |
Largest Losing Trade | -39351 | -27508 | -39351 | -102551 | -49510 | -102551 |
Avg Bars in Trades | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Winners | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 11988 | 5703 | 6285 | 11988 | 5703 | 6285 |
Profit Streak | 16.6664 | 0 | 18.083 | 16.6664 | 0 | 18.083 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420820 | 296044 | -64309 | -144127 | -44062 | -579611 |
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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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