Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163433.6807 | 102905.7637 | 60527.917 | 158466.4898 | 166059.7592 | -7593.2694 |
Total P&L (%) | 163.4337 | 102.9058 | 60.5279 | 158.4665 | 166.0598 | -7.5933 |
Avg Daily Profit (%) | 0.2832 | 0.1783 | 0.1049 | 0.1647 | 0.1697 | -0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77885 | -45710 | -78747 | -368989 | -197061 | -332664 |
Profit Factor | 1.2722 | 1.331 | 1.2091 | 1.0791 | 1.1649 | 0.9924 |
Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
Winning Trades | 191 | 100 | 91 | 191 | 100 | 91 |
Losing Trades | 233 | 112 | 121 | 233 | 112 | 121 |
Profitability (%) | 45.0472 | 47.1698 | 42.9245 | 45.0472 | 47.1698 | 42.9245 |
Ratio Avg Win / Avg Loss | 1.5519 | 1.4907 | 1.6076 | 1.3164 | 1.3047 | 1.3195 |
Largest Winning Trade | 44289 | 44289 | 24172 | 140471 | 140471 | 70901 |
Largest Losing Trade | -27790 | -14357 | -27790 | -109125 | -58002 | -109125 |
Avg Bars in Trades | 31 | 25 | 37 | 31 | 25 | 37 |
Avg Bars in Winners | 38 | 30 | 48 | 38 | 30 | 48 |
Avg Bars in Losers | 25 | 20 | 29 | 25 | 20 | 29 |
Bars Traded | 13311 | 5400 | 7911 | 13311 | 5400 | 7911 |
Profit Streak | 0 | 0 | 488.5853 | 0 | 0 | 488.5853 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333253 | 253796 | -54576 | -126271 | -32440 | -580738 |
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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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