Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497370.7568 | 407794.4079 | 89576.3489 | 153987.6812 | 190842.1722 | -36854.491 |
Total P&L (%) | 497.3708 | 407.7944 | 89.5763 | 153.9877 | 190.8422 | -36.8545 |
Avg Daily Profit (%) | 0.2616 | 0.2145 | 0.0471 | 0.049 | 0.0562 | -0.0242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161166 | -156693 | -148181 | -519611 | -388015 | -390398 |
Profit Factor | 1.4305 | 1.6547 | 1.1682 | 1.0604 | 1.1358 | 0.9678 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 43.1373 | 41.1765 | 45.098 | 43.1373 | 41.1765 | 45.098 |
Ratio Avg Win / Avg Loss | 1.8856 | 2.3639 | 1.4222 | 1.3978 | 1.6226 | 1.1781 |
Largest Winning Trade | 228318 | 228318 | 44790 | 253984 | 253984 | 107920 |
Largest Losing Trade | -39457 | -38020 | -39457 | -126595 | -100601 | -126595 |
Avg Bars in Trades | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Winners | 80 | 82 | 78 | 80 | 82 | 78 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 11256 | 5645 | 5611 | 11256 | 5645 | 5611 |
Profit Streak | 497.7961 | 503.2961 | 0 | 497.7961 | 503.2961 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328434 | 278971 | -167678 | -282499 | -191083 | -581300 |
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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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