Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348891.532 | 273285.1752 | 75606.3568 | 71040.8008 | 96732.5993 | -25691.7985 |
Total P&L (%) | 348.8915 | 273.2852 | 75.6064 | 71.0408 | 96.7326 | -25.6918 |
Avg Daily Profit (%) | 0.2827 | 0.2214 | 0.0613 | 0.0435 | 0.0548 | -0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115669 | -73781 | -84592 | -421544 | -306586 | -200750 |
Profit Factor | 1.4181 | 1.7268 | 1.1649 | 1.036 | 1.1042 | 0.9754 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 148 | 71 | 77 | 148 | 71 | 77 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 66.3677 | 63.964 | 68.75 | 66.3677 | 63.964 | 68.75 |
Ratio Avg Win / Avg Loss | 0.7186 | 0.9728 | 0.5295 | 0.525 | 0.6221 | 0.4434 |
Largest Winning Trade | 39676 | 39676 | 21947 | 89661 | 64833 | 89661 |
Largest Losing Trade | -84592 | -46599 | -84592 | -219997 | -219997 | -193278 |
Avg Bars in Trades | 65 | 69 | 60 | 65 | 69 | 60 |
Avg Bars in Winners | 44 | 44 | 45 | 44 | 44 | 45 |
Avg Bars in Losers | 105 | 114 | 94 | 105 | 114 | 94 |
Bars Traded | 14529 | 7769 | 6760 | 14529 | 7769 | 6760 |
Profit Streak | 5.1607 | 0 | 39.744 | 5.1607 | 0 | 39.744 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412898 | 354622 | -148181 | -313406 | -225716 | -577065 |
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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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