Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401901.2155 | 225377.8536 | 176523.3619 | 32748.5127 | -68939.7184 | 101688.2311 |
Total P&L (%) | 401.9012 | 225.3779 | 176.5234 | 32.7485 | -68.9397 | 101.6882 |
Avg Daily Profit (%) | 0.211 | 0.1184 | 0.0927 | 0.0149 | -0.0614 | 0.0368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147361 | -84140 | -107913 | -205158 | -168513 | -147733 |
Profit Factor | 1.2707 | 1.3032 | 1.2381 | 1.0176 | 0.9282 | 1.1135 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 177 | 83 | 94 | 177 | 83 | 94 |
Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Profitability (%) | 55.3125 | 51.875 | 58.75 | 55.3125 | 51.875 | 58.75 |
Ratio Avg Win / Avg Loss | 1.0266 | 1.209 | 0.8693 | 0.8222 | 0.8611 | 0.7818 |
Largest Winning Trade | 83621 | 83621 | 44817 | 50037 | 50037 | 47019 |
Largest Losing Trade | -61097 | -58407 | -61097 | -93979 | -90657 | -93979 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5601 | 2790 | 2811 | 5601 | 2790 | 2811 |
Profit Streak | 0 | 0 | 22.9584 | 0 | 0 | 22.9584 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369366 | -34099 | -68930 | -375977 | -579974 | -238732 |
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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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