Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789098.629 | 664116.1799 | 124982.4491 | 603314.3393 | 735358.154 | -132043.8146 |
Total P&L (%) | 789.0986 | 664.1162 | 124.9824 | 603.3143 | 735.3582 | -132.0438 |
Avg Daily Profit (%) | 0.4202 | 0.3537 | 0.0666 | 0.1039 | 0.1131 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172602 | -95696 | -166693 | -716843 | -583997 | -339075 |
Profit Factor | 1.6759 | 2.1194 | 1.2176 | 1.1992 | 1.4276 | 0.8991 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Profitability (%) | 35.3846 | 31.5385 | 39.2308 | 35.3846 | 31.5385 | 39.2308 |
Ratio Avg Win / Avg Loss | 3.0603 | 4.6007 | 1.8861 | 2.1899 | 3.099 | 1.3928 |
Largest Winning Trade | 340223 | 340223 | 85211 | 854782 | 854782 | 194094 |
Largest Losing Trade | -30390 | -23774 | -30390 | -158562 | -158562 | -109281 |
Avg Bars in Trades | 85 | 80 | 91 | 85 | 80 | 91 |
Avg Bars in Winners | 163 | 159 | 166 | 163 | 159 | 166 |
Avg Bars in Losers | 43 | 43 | 42 | 43 | 43 | 42 |
Bars Traded | 22284 | 10421 | 11863 | 22284 | 10421 | 11863 |
Profit Streak | 14.355 | 0 | 15.4383 | 14.355 | 0 | 15.4383 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337103 | 215753 | -107182 | -57828 | -46992 | -582926 |
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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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