Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347890.1472 | 207709.9304 | 140180.2168 | 51953.6438 | 6465.3607 | 45488.283 |
Total P&L (%) | 347.8901 | 207.7099 | 140.1802 | 51.9536 | 6.4654 | 45.4883 |
Avg Daily Profit (%) | 0.1832 | 0.1094 | 0.0738 | 0.022 | 0.0033 | 0.0197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108764 | -81333 | -119972 | -165054 | -122172 | -84503 |
Profit Factor | 1.3124 | 1.365 | 1.2574 | 1.0482 | 1.0111 | 1.0923 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 167 | 79 | 88 | 167 | 79 | 88 |
Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
Profitability (%) | 51.3846 | 48.4663 | 54.321 | 51.3846 | 48.4663 | 54.321 |
Ratio Avg Win / Avg Loss | 1.2417 | 1.4514 | 1.0574 | 0.9917 | 1.0751 | 0.9185 |
Largest Winning Trade | 134271 | 134271 | 67828 | 109386 | 109386 | 35882 |
Largest Losing Trade | -64308 | -40753 | -64308 | -47649 | -47649 | -35411 |
Avg Bars in Trades | 34 | 37 | 30 | 34 | 37 | 30 |
Avg Bars in Winners | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 11076 | 6106 | 4970 | 11076 | 6106 | 4970 |
Profit Streak | 0 | 0 | 19.4467 | 0 | 0 | 19.4467 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342582 | -46784 | -92234 | -331895 | -562841 | -286568 |
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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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