Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161459.9145 | 106727.7743 | 54732.1403 | 226699.4635 | 246814.3808 | -20114.9173 |
Total P&L (%) | 161.4599 | 106.7278 | 54.7321 | 226.6995 | 246.8144 | -20.1149 |
Avg Daily Profit (%) | 0.62 | 0.4098 | 0.2102 | 0.4556 | 0.4787 | -0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81454 | -47331 | -57287 | -512954 | -290601 | -311626 |
Profit Factor | 1.3956 | 1.5107 | 1.2748 | 1.1244 | 1.269 | 0.9778 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 65.6126 | 65.873 | 65.3543 | 65.6126 | 65.873 | 65.3543 |
Ratio Avg Win / Avg Loss | 0.7314 | 0.7826 | 0.6758 | 0.5893 | 0.6574 | 0.5183 |
Largest Winning Trade | 15000 | 15000 | 11180 | 51771 | 51771 | 49653 |
Largest Losing Trade | -39572 | -16173 | -39572 | -201042 | -77917 | -201042 |
Avg Bars in Trades | 97 | 95 | 99 | 97 | 95 | 99 |
Avg Bars in Winners | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Losers | 160 | 154 | 166 | 160 | 154 | 166 |
Bars Traded | 24713 | 12016 | 12697 | 24713 | 12016 | 12697 |
Profit Streak | 2.37 | 0 | 7.12 | 2.37 | 0 | 7.12 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375404 | 344214 | 248361 | -75294 | 312225 | -578832 |
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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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