Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485951.655 | 442264.1623 | 43687.4927 | 127476.1209 | 200288.585 | -72812.4641 |
Total P&L (%) | 485.9517 | 442.2642 | 43.6875 | 127.4761 | 200.2886 | -72.8125 |
Avg Daily Profit (%) | 0.1941 | 0.1767 | 0.0175 | 0.0328 | 0.0439 | -0.052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152965 | -122710 | -120730 | -432868 | -320527 | -254621 |
Profit Factor | 1.3512 | 1.6968 | 1.0583 | 1.0515 | 1.1737 | 0.9449 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 165 | 79 | 86 | 165 | 79 | 86 |
Losing Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Profitability (%) | 51.7241 | 49.375 | 54.0881 | 51.7241 | 49.375 | 54.0881 |
Ratio Avg Win / Avg Loss | 1.2612 | 1.7398 | 0.8984 | 0.9814 | 1.2034 | 0.802 |
Largest Winning Trade | 154276 | 154276 | 51973 | 152788 | 152788 | 142639 |
Largest Losing Trade | -55233 | -29083 | -55233 | -136103 | -136103 | -112261 |
Avg Bars in Trades | 46 | 41 | 51 | 46 | 41 | 51 |
Avg Bars in Winners | 55 | 50 | 59 | 55 | 50 | 59 |
Avg Bars in Losers | 37 | 32 | 42 | 37 | 32 | 42 |
Bars Traded | 14808 | 6612 | 8196 | 14808 | 6612 | 8196 |
Profit Streak | 0 | 0 | 19.9462 | 0 | 0 | 19.9462 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354943 | 384358 | -327580 | -312650 | -163684 | -578905 |
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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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