Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631352.4565 | 568731.1341 | 62621.3224 | 21152.332 | 59241.5927 | -38089.2606 |
Total P&L (%) | 631.3525 | 568.7311 | 62.6213 | 21.1523 | 59.2416 | -38.0893 |
Avg Daily Profit (%) | 0.3355 | 0.3022 | 0.0333 | 0.0102 | 0.0247 | -0.0255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159165 | -101134 | -110267 | -195422 | -101095 | -151406 |
Profit Factor | 1.5483 | 1.9541 | 1.1128 | 1.0182 | 1.0987 | 0.9319 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 36.4706 | 29.4118 | 43.5294 | 36.4706 | 29.4118 | 43.5294 |
Ratio Avg Win / Avg Loss | 2.6971 | 4.6898 | 1.4436 | 1.7737 | 2.6368 | 1.2089 |
Largest Winning Trade | 313628 | 313628 | 71080 | 194738 | 194738 | 59637 |
Largest Losing Trade | -47469 | -45314 | -47469 | -56781 | -49637 | -56781 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 3717 | 1769 | 1948 | 3717 | 1769 | 1948 |
Profit Streak | 20.6585 | 0 | 21.1585 | 20.6585 | 0 | 21.1585 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301256 | 79324 | -247417 | -388220 | -281847 | -581125 |
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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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