Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376631.5651 | 296029.8475 | 80601.7176 | 62198.4886 | 136490.0321 | -74291.5435 |
Total P&L (%) | 376.6316 | 296.0298 | 80.6017 | 62.1985 | 136.49 | -74.2915 |
Avg Daily Profit (%) | 0.1584 | 0.1245 | 0.0339 | 0.0203 | 0.0362 | -0.0571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159752 | -126367 | -102489 | -288694 | -158802 | -156506 |
Profit Factor | 1.2674 | 1.4872 | 1.1007 | 1.0457 | 1.236 | 0.9051 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Losing Trades | 165 | 79 | 86 | 165 | 79 | 86 |
Profitability (%) | 48.1132 | 50.3145 | 45.912 | 48.1132 | 50.3145 | 45.912 |
Ratio Avg Win / Avg Loss | 1.3668 | 1.4686 | 1.2967 | 1.1277 | 1.2206 | 1.0663 |
Largest Winning Trade | 92991 | 92991 | 46848 | 75497 | 75497 | 54947 |
Largest Losing Trade | -57286 | -28566 | -57286 | -79568 | -41851 | -79568 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 35 | 39 | 30 | 35 | 39 | 30 |
Avg Bars in Losers | 23 | 26 | 21 | 23 | 26 | 21 |
Bars Traded | 9353 | 5316 | 4037 | 9353 | 5316 | 4037 |
Profit Streak | 0 | 0 | 199.0517 | 0 | 0 | 199.0517 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300850 | -25294 | -257478 | -335270 | -144529 | -579169 |
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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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