Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267120.3774 | 114013.4924 | 153106.885 | 28642.5505 | -17470.7277 | 46113.2782 |
Total P&L (%) | 267.1204 | 114.0135 | 153.1069 | 28.6426 | -17.4707 | 46.1133 |
Avg Daily Profit (%) | 0.1664 | 0.071 | 0.0953 | 0.0157 | -0.012 | 0.0236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142788 | -155451 | -81230 | -257893 | -232238 | -198352 |
Profit Factor | 1.2495 | 1.1867 | 1.333 | 1.0159 | 0.9828 | 1.0586 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Losing Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Profitability (%) | 51.4107 | 50.625 | 52.2013 | 51.4107 | 50.625 | 52.2013 |
Ratio Avg Win / Avg Loss | 1.181 | 1.1574 | 1.2206 | 0.9601 | 0.9585 | 0.9694 |
Largest Winning Trade | 131074 | 131074 | 53622 | 186102 | 186102 | 59872 |
Largest Losing Trade | -36390 | -36390 | -34524 | -109929 | -109929 | -67001 |
Avg Bars in Trades | 19 | 17 | 22 | 19 | 17 | 22 |
Avg Bars in Winners | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 6292 | 2750 | 3542 | 6292 | 2750 | 3542 |
Profit Streak | 0 | 0 | 54.6435 | 0 | 0 | 54.6435 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332560 | -112645 | -63564 | -377707 | -580136 | -318866 |
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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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