Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260992.6347 | 236951.5725 | 24041.0622 | 35279.544 | 95879.1662 | -60599.6223 |
Total P&L (%) | 260.9926 | 236.9516 | 24.0411 | 35.2795 | 95.8792 | -60.5996 |
Avg Daily Profit (%) | 0.213 | 0.1934 | 0.0196 | 0.0247 | 0.0549 | -0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124808 | -60900 | -165140 | -139265 | -82723 | -154872 |
Profit Factor | 1.267 | 1.486 | 1.0491 | 1.0572 | 1.3307 | 0.8143 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 174 | 83 | 91 | 174 | 83 | 91 |
Losing Trades | 156 | 82 | 74 | 156 | 82 | 74 |
Profitability (%) | 52.7273 | 50.303 | 55.1515 | 52.7273 | 50.303 | 55.1515 |
Ratio Avg Win / Avg Loss | 1.1359 | 1.468 | 0.8531 | 0.9479 | 1.3147 | 0.6622 |
Largest Winning Trade | 43210 | 43210 | 28673 | 45754 | 45754 | 23172 |
Largest Losing Trade | -77376 | -37175 | -77376 | -57503 | -57503 | -57179 |
Avg Bars in Trades | 43 | 50 | 37 | 43 | 50 | 37 |
Avg Bars in Winners | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Losers | 51 | 60 | 40 | 51 | 60 | 40 |
Bars Traded | 14375 | 8266 | 6109 | 14375 | 8266 | 6109 |
Profit Streak | 16.51 | 16.51 | 29.76 | 16.51 | 16.51 | 29.76 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387430 | 349446 | -336618 | -318639 | -118439 | -578335 |
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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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