Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175734.6512 | 138474.1627 | 37260.4885 | 26995.3356 | 55758.2607 | -28762.9251 |
Total P&L (%) | 175.7347 | 138.4742 | 37.2605 | 26.9953 | 55.7583 | -28.7629 |
Avg Daily Profit (%) | 0.1687 | 0.1329 | 0.0358 | 0.0229 | 0.0426 | -0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94783 | -87188 | -73731 | -74989 | -55031 | -78837 |
Profit Factor | 1.2056 | 1.3128 | 1.0904 | 1.0376 | 1.1548 | 0.9195 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 140 | 63 | 77 | 140 | 63 | 77 |
Losing Trades | 150 | 82 | 68 | 150 | 82 | 68 |
Profitability (%) | 48.2759 | 43.4483 | 53.1034 | 48.2759 | 43.4483 | 53.1034 |
Ratio Avg Win / Avg Loss | 1.2917 | 1.7087 | 0.9629 | 1.1117 | 1.5031 | 0.812 |
Largest Winning Trade | 71617 | 71617 | 23573 | 43119 | 43119 | 21548 |
Largest Losing Trade | -44559 | -32189 | -44559 | -55459 | -26548 | -55459 |
Avg Bars in Trades | 85 | 86 | 83 | 85 | 86 | 83 |
Avg Bars in Winners | 100 | 102 | 98 | 100 | 102 | 98 |
Avg Bars in Losers | 71 | 74 | 67 | 71 | 74 | 67 |
Bars Traded | 24736 | 12600 | 12136 | 24736 | 12600 | 12136 |
Profit Streak | 7.9172 | 0 | 9.6672 | 7.9172 | 0 | 9.6672 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301752 | -17004 | -269453 | -343203 | -188883 | -579880 |
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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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