Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408036.3213 | 348284.6138 | 59751.7075 | 5937.7979 | 172563.335 | -166625.5371 |
Total P&L (%) | 408.0363 | 348.2846 | 59.7517 | 5.9378 | 172.5633 | -166.6255 |
Avg Daily Profit (%) | 0.1771 | 0.1512 | 0.0259 | 0.0025 | 0.0435 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -290250 | -204122 | -167774 | -485995 | -274320 | -274910 |
Profit Factor | 1.3204 | 1.5687 | 1.0904 | 1.0051 | 1.2984 | 0.721 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 154 | 76 | 78 | 154 | 76 | 78 |
Losing Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Profitability (%) | 52.027 | 51.3514 | 52.7027 | 52.027 | 51.3514 | 52.7027 |
Ratio Avg Win / Avg Loss | 1.209 | 1.4655 | 0.9786 | 0.9202 | 1.2129 | 0.647 |
Largest Winning Trade | 214383 | 214383 | 59769 | 318957 | 318957 | 56753 |
Largest Losing Trade | -54596 | -44188 | -54596 | -147330 | -147330 | -76561 |
Avg Bars in Trades | 30 | 22 | 38 | 30 | 22 | 38 |
Avg Bars in Winners | 33 | 18 | 48 | 33 | 18 | 48 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 9027 | 3301 | 5725 | 9027 | 3301 | 5725 |
Profit Streak | 1.1748 | 0 | 3.9248 | 1.1748 | 0 | 3.9248 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 239471 | 331926 | -281761 | -572865 | -134396 | -580879 |
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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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