Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308070.8543 | 215897.4346 | 92173.4197 | 95623.7268 | 172619.6057 | -76995.8789 |
Total P&L (%) | 308.0709 | 215.8974 | 92.1734 | 95.6237 | 172.6196 | -76.9959 |
Avg Daily Profit (%) | 0.1831 | 0.1283 | 0.0548 | 0.0399 | 0.0596 | -0.0873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148686 | -90233 | -87909 | -889955 | -391118 | -550732 |
Profit Factor | 1.3989 | 1.5634 | 1.2369 | 1.0404 | 1.1482 | 0.9358 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 45.3552 | 41.3043 | 49.4505 | 45.3552 | 41.3043 | 49.4505 |
Ratio Avg Win / Avg Loss | 1.6855 | 2.2217 | 1.2644 | 1.2535 | 1.6316 | 0.9566 |
Largest Winning Trade | 127331 | 127331 | 60507 | 370389 | 370389 | 209683 |
Largest Losing Trade | -38732 | -36385 | -38732 | -383555 | -105750 | -383555 |
Avg Bars in Trades | 109 | 102 | 115 | 109 | 102 | 115 |
Avg Bars in Winners | 143 | 144 | 141 | 143 | 144 | 141 |
Avg Bars in Losers | 80 | 72 | 90 | 80 | 72 | 90 |
Bars Traded | 19984 | 9446 | 10538 | 19984 | 9446 | 10538 |
Profit Streak | 17.4323 | 30.0989 | 0 | 17.4323 | 30.0989 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323858 | -22092 | -120601 | -315960 | -172908 | -581302 |
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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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