Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156322.1433 | 86583.7814 | 69738.3619 | 85954.9009 | -20605.7532 | 106560.6541 |
Total P&L (%) | 156.3221 | 86.5838 | 69.7384 | 85.9549 | -20.6058 | 106.5607 |
Avg Daily Profit (%) | 0.2709 | 0.15 | 0.1208 | 0.1076 | -0.04 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124864 | -71620 | -98128 | -158186 | -165173 | -66882 |
Profit Factor | 1.2451 | 1.2598 | 1.2291 | 1.1115 | 0.9533 | 1.3234 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 52.8369 | 50.3546 | 55.3191 | 52.8369 | 50.3546 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.1114 | 1.2421 | 0.9927 | 0.9922 | 0.9399 | 1.0689 |
Largest Winning Trade | 81902 | 81902 | 28051 | 46323 | 46323 | 41642 |
Largest Losing Trade | -37190 | -21897 | -37190 | -50441 | -50441 | -31097 |
Avg Bars in Trades | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Winners | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 13719 | 6515 | 7204 | 13719 | 6515 | 7204 |
Profit Streak | 0 | 0 | 490.1249 | 0 | 0 | 490.1249 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339412 | 234273 | -32220 | -147443 | -581302 | -23375 |
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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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