Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396740.3173 | 330073.3935 | 66666.9239 | 108272.3952 | 280572.893 | -172300.4978 |
Total P&L (%) | 396.7403 | 330.0734 | 66.6669 | 108.2724 | 280.5729 | -172.3005 |
Avg Daily Profit (%) | 0.1904 | 0.1584 | 0.032 | 0.0352 | 0.0642 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134081 | -99291 | -143503 | -856584 | -786926 | -882537 |
Profit Factor | 1.2836 | 1.5249 | 1.0865 | 1.0163 | 1.0956 | 0.9535 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 141 | 67 | 74 | 141 | 67 | 74 |
Losing Trades | 186 | 97 | 89 | 186 | 97 | 89 |
Profitability (%) | 43.1193 | 40.8537 | 45.3988 | 43.1193 | 40.8537 | 45.3988 |
Ratio Avg Win / Avg Loss | 1.6932 | 2.2077 | 1.3068 | 1.3407 | 1.5862 | 1.1467 |
Largest Winning Trade | 106443 | 106443 | 57353 | 316045 | 316045 | 204358 |
Largest Losing Trade | -45929 | -19570 | -45929 | -254765 | -178653 | -254765 |
Avg Bars in Trades | 75 | 80 | 70 | 75 | 80 | 70 |
Avg Bars in Winners | 104 | 111 | 97 | 104 | 111 | 97 |
Avg Bars in Losers | 53 | 58 | 48 | 53 | 58 | 48 |
Bars Traded | 24669 | 13150 | 11519 | 24669 | 13150 | 11519 |
Profit Streak | 25.4592 | 25.4592 | 49.1259 | 25.4592 | 25.4592 | 49.1259 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312840 | 256479 | -276188 | -348365 | -224159 | -579612 |
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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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