Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419338.0335 | 320486.5466 | 98851.4869 | 238279.5612 | 104337.6598 | 133941.9014 |
Total P&L (%) | 419.338 | 320.4865 | 98.8515 | 238.2796 | 104.3377 | 133.9419 |
Avg Daily Profit (%) | 0.1935 | 0.1479 | 0.0456 | 0.0563 | 0.033 | 0.0392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123101 | -107525 | -57992 | -825429 | -668309 | -330713 |
Profit Factor | 1.3595 | 1.572 | 1.1631 | 1.0575 | 1.0517 | 1.0629 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 144 | 63 | 81 | 144 | 63 | 81 |
Losing Trades | 162 | 90 | 72 | 162 | 90 | 72 |
Profitability (%) | 47.0588 | 41.1765 | 52.9412 | 47.0588 | 41.1765 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.5294 | 2.2458 | 1.0338 | 1.1896 | 1.5025 | 0.9448 |
Largest Winning Trade | 100160 | 100160 | 40149 | 175558 | 175558 | 158669 |
Largest Losing Trade | -54587 | -32749 | -54587 | -211371 | -103584 | -211371 |
Avg Bars in Trades | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Winners | 35 | 36 | 34 | 35 | 36 | 34 |
Avg Bars in Losers | 21 | 16 | 27 | 21 | 16 | 27 |
Bars Traded | 8576 | 3791 | 4785 | 8576 | 3791 | 4785 |
Profit Streak | 0 | 0 | 28.8599 | 0 | 0 | 28.8599 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354902 | 156086 | -171979 | -274383 | -314256 | -292340 |
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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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