Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149182.0609 | 108929.4212 | 40252.6397 | 90554.3388 | 125095.3626 | -34541.0237 |
Total P&L (%) | 149.1821 | 108.9294 | 40.2526 | 90.5543 | 125.0954 | -34.541 |
Avg Daily Profit (%) | 1.7185 | 1.2548 | 0.4637 | 0.7455 | 0.939 | -0.4869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47264 | -37144 | -30440 | -80087 | -33552 | -80087 |
Profit Factor | 1.4786 | 1.7329 | 1.2468 | 1.282 | 1.988 | 0.8224 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 211 | 104 | 107 | 211 | 104 | 107 |
Profitability (%) | 36.8263 | 37.7246 | 35.9281 | 36.8263 | 37.7246 | 35.9281 |
Ratio Avg Win / Avg Loss | 2.5364 | 2.8607 | 2.2235 | 2.1993 | 3.2818 | 1.4666 |
Largest Winning Trade | 138070 | 138070 | 75961 | 152581 | 152581 | 47706 |
Largest Losing Trade | -30440 | -6034 | -30440 | -80087 | -6065 | -80087 |
Avg Bars in Trades | 74 | 91 | 56 | 74 | 91 | 56 |
Avg Bars in Winners | 125 | 155 | 94 | 125 | 155 | 94 |
Avg Bars in Losers | 43 | 52 | 35 | 43 | 52 | 35 |
Bars Traded | 24748 | 15300 | 9448 | 24748 | 15300 | 9448 |
Profit Streak | 0 | 2.1691 | 0 | 0 | 2.1691 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378346 | 321917 | 52028 | 289632 | 329772 | -586211 |
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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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