Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150959.703 | 115723.3978 | 35236.3053 | 98315.1216 | 155650.4891 | -57335.3675 |
Total P&L (%) | 150.9597 | 115.7234 | 35.2363 | 98.3151 | 155.6505 | -57.3354 |
Avg Daily Profit (%) | 1.739 | 1.3331 | 0.4059 | 0.7918 | 1.0871 | -0.9764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50495 | -28036 | -36071 | -116290 | -24541 | -105377 |
Profit Factor | 1.5667 | 2.0159 | 1.2311 | 1.3388 | 2.6374 | 0.7062 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 175 | 86 | 89 | 175 | 86 | 89 |
Profitability (%) | 39.2361 | 40.2778 | 38.1944 | 39.2361 | 40.2778 | 38.1944 |
Ratio Avg Win / Avg Loss | 2.4263 | 2.9891 | 1.9921 | 2.0733 | 3.9106 | 1.1428 |
Largest Winning Trade | 132495 | 132495 | 75784 | 169877 | 169877 | 55275 |
Largest Losing Trade | -34166 | -5560 | -34166 | -101847 | -10912 | -101847 |
Avg Bars in Trades | 86 | 91 | 80 | 86 | 91 | 80 |
Avg Bars in Winners | 134 | 135 | 134 | 134 | 135 | 134 |
Avg Bars in Losers | 54 | 62 | 47 | 54 | 62 | 47 |
Bars Traded | 24866 | 13226 | 11640 | 24866 | 13226 | 11640 |
Profit Streak | 1.0847 | 1.4458 | 0 | 1.0847 | 1.4458 | 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 | 319759 | 308989 | 28749 | 237763 | 344480 | -585821 |
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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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