Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368121.6729 | 283766.7361 | 84354.9369 | 296162.9732 | 395328.8374 | -99165.8643 |
Total P&L (%) | 368.1217 | 283.7667 | 84.3549 | 296.163 | 395.3288 | -99.1659 |
Avg Daily Profit (%) | 0.2586 | 0.1993 | 0.0593 | 0.0968 | 0.1125 | -0.3357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168076 | -88796 | -88518 | -612489 | -321871 | -321161 |
Profit Factor | 1.6218 | 2.0822 | 1.2558 | 1.175 | 1.5934 | 0.9034 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 49.1124 | 44.7059 | 53.5714 | 49.1124 | 44.7059 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.6804 | 2.5753 | 1.0883 | 1.2175 | 1.9708 | 0.7829 |
Largest Winning Trade | 152086 | 152086 | 72633 | 365853 | 365853 | 115208 |
Largest Losing Trade | -53582 | -44095 | -53582 | -219607 | -156060 | -219607 |
Avg Bars in Trades | 48 | 46 | 49 | 48 | 46 | 49 |
Avg Bars in Winners | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Losers | 33 | 35 | 31 | 33 | 35 | 31 |
Bars Traded | 8167 | 3981 | 4185 | 8167 | 3981 | 4185 |
Profit Streak | 0 | 0 | 40.2798 | 0 | 0 | 40.2798 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422366 | 330795 | -113298 | -91276 | -42249 | -580096 |
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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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