Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454439.8385 | 391629.2589 | 62810.5796 | 62926.4206 | 191367.2158 | -128440.7952 |
Total P&L (%) | 454.4398 | 391.6293 | 62.8106 | 62.9264 | 191.3672 | -128.4408 |
Avg Daily Profit (%) | 0.1978 | 0.1705 | 0.0273 | 0.0212 | 0.0466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109093 | -137387 | -154072 | -273104 | -133567 | -256252 |
Profit Factor | 1.3776 | 1.6802 | 1.1001 | 1.0399 | 1.2625 | 0.8483 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Losing Trades | 172 | 89 | 83 | 172 | 89 | 83 |
Profitability (%) | 42.2819 | 40.2685 | 44.2953 | 42.2819 | 40.2685 | 44.2953 |
Ratio Avg Win / Avg Loss | 1.8806 | 2.4923 | 1.3834 | 1.4196 | 1.8727 | 1.0668 |
Largest Winning Trade | 275001 | 275001 | 65771 | 188753 | 188753 | 86645 |
Largest Losing Trade | -39786 | -22260 | -39786 | -90053 | -53800 | -90053 |
Avg Bars in Trades | 45 | 38 | 52 | 45 | 38 | 52 |
Avg Bars in Winners | 65 | 49 | 78 | 65 | 49 | 78 |
Avg Bars in Losers | 31 | 30 | 31 | 31 | 30 | 31 |
Bars Traded | 13523 | 5742 | 7780 | 13523 | 5742 | 7780 |
Profit Streak | 14.3885 | 0 | 41.5551 | 14.3885 | 0 | 41.5551 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303156 | 237867 | -268235 | -342392 | -133707 | -580065 |
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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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