Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458514.4214 | 398649.8317 | 59864.5897 | 223144.8227 | 22999.1223 | 200145.7003 |
Total P&L (%) | 458.5144 | 398.6498 | 59.8646 | 223.1448 | 22.9991 | 200.1457 |
Avg Daily Profit (%) | 0.2201 | 0.1914 | 0.0287 | 0.0563 | 0.0099 | 0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124451 | -95067 | -137023 | -978299 | -846266 | -600423 |
Profit Factor | 1.5727 | 1.9729 | 1.1532 | 1.0422 | 1.008 | 1.0834 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 42.1687 | 38.5542 | 45.7831 | 42.1687 | 38.5542 | 45.7831 |
Ratio Avg Win / Avg Loss | 2.1568 | 3.1443 | 1.3656 | 1.4294 | 1.6065 | 1.283 |
Largest Winning Trade | 224261 | 224261 | 59226 | 452201 | 452201 | 427611 |
Largest Losing Trade | -31892 | -31892 | -29085 | -295029 | -184162 | -295029 |
Avg Bars in Trades | 149 | 147 | 150 | 149 | 147 | 150 |
Avg Bars in Winners | 227 | 228 | 226 | 227 | 228 | 226 |
Avg Bars in Losers | 92 | 96 | 86 | 92 | 96 | 86 |
Bars Traded | 24735 | 12236 | 12499 | 24735 | 12236 | 12499 |
Profit Streak | 0 | 0 | 33.0701 | 0 | 0 | 33.0701 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305217 | 234429 | -208648 | -293958 | -399870 | -252664 |
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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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