Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196101.6725 | 162323.2453 | 33778.4273 | 63613.8462 | 120116.2097 | -56502.3635 |
Total P&L (%) | 196.1017 | 162.3232 | 33.7784 | 63.6138 | 120.1162 | -56.5024 |
Avg Daily Profit (%) | 0.1883 | 0.1558 | 0.0324 | 0.0473 | 0.0758 | -0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107103 | -53331 | -113172 | -110069 | -57957 | -120636 |
Profit Factor | 1.2334 | 1.5882 | 1.0599 | 1.0798 | 1.4714 | 0.8958 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 128 | 60 | 68 | 128 | 60 | 68 |
Losing Trades | 164 | 86 | 78 | 164 | 86 | 78 |
Profitability (%) | 43.8356 | 41.0959 | 46.5753 | 43.8356 | 41.0959 | 46.5753 |
Ratio Avg Win / Avg Loss | 1.5803 | 2.2765 | 1.2157 | 1.3835 | 2.109 | 1.0275 |
Largest Winning Trade | 55747 | 55747 | 26915 | 45746 | 45746 | 24785 |
Largest Losing Trade | -48549 | -11824 | -48549 | -61947 | -16542 | -61947 |
Avg Bars in Trades | 84 | 53 | 115 | 84 | 53 | 115 |
Avg Bars in Winners | 121 | 72 | 164 | 121 | 72 | 164 |
Avg Bars in Losers | 55 | 39 | 72 | 55 | 39 | 72 |
Bars Traded | 24638 | 7755 | 16882 | 24638 | 7755 | 16882 |
Profit Streak | 13.7498 | 13.7498 | 18.2498 | 13.7498 | 13.7498 | 18.2498 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306560 | 258087 | -307465 | -262716 | -92566 | -579544 |
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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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