Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317582.801 | 238957.0789 | 78625.7221 | 9714.1264 | 44144.9669 | -34430.8405 |
Total P&L (%) | 317.5828 | 238.9571 | 78.6257 | 9.7141 | 44.145 | -34.4308 |
Avg Daily Profit (%) | 0.3049 | 0.2294 | 0.0755 | 0.0089 | 0.0351 | -0.0405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103795 | -87488 | -94955 | -179645 | -162397 | -113817 |
Profit Factor | 1.441 | 1.7352 | 1.199 | 1.0099 | 1.0941 | 0.9333 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 70.8543 | 69.697 | 72 | 70.8543 | 69.697 | 72 |
Ratio Avg Win / Avg Loss | 0.5928 | 0.7544 | 0.4663 | 0.4154 | 0.4757 | 0.363 |
Largest Winning Trade | 31248 | 31248 | 24334 | 43627 | 39380 | 43627 |
Largest Losing Trade | -91848 | -44325 | -91848 | -113469 | -110309 | -113469 |
Avg Bars in Trades | 123 | 132 | 115 | 123 | 132 | 115 |
Avg Bars in Winners | 81 | 86 | 76 | 81 | 86 | 76 |
Avg Bars in Losers | 227 | 239 | 215 | 227 | 239 | 215 |
Bars Traded | 24645 | 13109 | 11536 | 24645 | 13109 | 11536 |
Profit Streak | 16.6512 | 16.6512 | 20.1095 | 16.6512 | 16.6512 | 20.1095 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468808 | 413923 | -91506 | -552842 | -263411 | -576872 |
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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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