Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222365.0624 | 167037.1226 | 55327.9398 | 110587.3963 | 159002.1255 | -48414.7292 |
Total P&L (%) | 222.3651 | 167.0371 | 55.3279 | 110.5874 | 159.0021 | -48.4147 |
Avg Daily Profit (%) | 0.2135 | 0.1604 | 0.0531 | 0.0715 | 0.0914 | -0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77606 | -85882 | -67908 | -285150 | -207189 | -234564 |
Profit Factor | 1.2178 | 1.3458 | 1.1028 | 1.048 | 1.1479 | 0.9605 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 171 | 80 | 91 | 171 | 80 | 91 |
Losing Trades | 191 | 101 | 90 | 191 | 101 | 90 |
Profitability (%) | 47.2376 | 44.1989 | 50.2762 | 47.2376 | 44.1989 | 50.2762 |
Ratio Avg Win / Avg Loss | 1.3602 | 1.6991 | 1.0907 | 1.1706 | 1.4493 | 0.95 |
Largest Winning Trade | 51175 | 51175 | 30309 | 94602 | 94602 | 70036 |
Largest Losing Trade | -25150 | -20619 | -25150 | -60341 | -44146 | -60341 |
Avg Bars in Trades | 68 | 69 | 66 | 68 | 69 | 66 |
Avg Bars in Winners | 89 | 91 | 88 | 89 | 91 | 88 |
Avg Bars in Losers | 49 | 52 | 45 | 49 | 52 | 45 |
Bars Traded | 24739 | 12653 | 12085 | 24739 | 12653 | 12085 |
Profit Streak | 7.3588 | 0 | 10.2755 | 7.3588 | 0 | 10.2755 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317385 | 248168 | -229280 | -263628 | -130589 | -579692 |
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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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