Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382461.6005 | 271297.2135 | 111164.3869 | 40479.4932 | 66861.7937 | -26382.3005 |
Total P&L (%) | 382.4616 | 271.2972 | 111.1644 | 40.4795 | 66.8618 | -26.3823 |
Avg Daily Profit (%) | 0.2038 | 0.1446 | 0.0592 | 0.0181 | 0.0273 | -0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122146 | -124162 | -57864 | -105722 | -36095 | -21551 |
Profit Factor | 1.4224 | 1.5971 | 1.2464 | 1.099 | 1.3701 | 0.8844 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 150 | 69 | 81 | 150 | 69 | 81 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 55.1471 | 50.7353 | 59.5588 | 55.1471 | 50.7353 | 59.5588 |
Ratio Avg Win / Avg Loss | 1.1569 | 1.5508 | 0.8463 | 0.8938 | 1.3304 | 0.6005 |
Largest Winning Trade | 63177 | 63177 | 40271 | 31365 | 31365 | 13310 |
Largest Losing Trade | -87812 | -72519 | -87812 | -98521 | -21521 | -98521 |
Avg Bars in Trades | 20 | 28 | 12 | 20 | 28 | 12 |
Avg Bars in Winners | 17 | 23 | 11 | 17 | 23 | 11 |
Avg Bars in Losers | 24 | 33 | 13 | 24 | 33 | 13 |
Bars Traded | 5560 | 3872 | 1688 | 5560 | 3872 | 1688 |
Profit Streak | 10.2347 | 0 | 11.568 | 10.2347 | 0 | 11.568 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414410 | 114083 | -113767 | -281108 | -155936 | -578823 |
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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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