Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346100.1556 | 257047.9958 | 89052.1598 | 73715.5481 | 82396.9754 | -8681.4273 |
Total P&L (%) | 346.1002 | 257.048 | 89.0522 | 73.7155 | 82.397 | -8.6814 |
Avg Daily Profit (%) | 0.3358 | 0.2494 | 0.0864 | 0.0536 | 0.0583 | -0.0088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119015 | -110474 | -71210 | -118610 | -115453 | -74342 |
Profit Factor | 1.3223 | 1.413 | 1.1973 | 1.0826 | 1.1582 | 0.9767 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 144 | 66 | 78 | 144 | 66 | 78 |
Losing Trades | 153 | 83 | 70 | 153 | 83 | 70 |
Profitability (%) | 48.4848 | 44.2953 | 52.7027 | 48.4848 | 44.2953 | 52.7027 |
Ratio Avg Win / Avg Loss | 1.4049 | 1.7769 | 1.0745 | 1.1502 | 1.4566 | 0.8765 |
Largest Winning Trade | 200372 | 200372 | 35560 | 87784 | 87784 | 35109 |
Largest Losing Trade | -43736 | -36602 | -43736 | -51661 | -50819 | -51661 |
Avg Bars in Trades | 82 | 104 | 59 | 82 | 104 | 59 |
Avg Bars in Winners | 94 | 110 | 81 | 94 | 110 | 81 |
Avg Bars in Losers | 70 | 99 | 35 | 70 | 99 | 35 |
Bars Traded | 24415 | 15585 | 8829 | 24415 | 15585 | 8829 |
Profit Streak | 16.017 | 16.017 | 29.4337 | 16.017 | 16.017 | 29.4337 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414164 | 310325 | -79456 | -248559 | -162825 | -579088 |
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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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