Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302413.71 | 142297.0413 | 160116.6686 | 825395.64 | 379914.792 | 445480.848 |
Total P&L (%) | 302.4137 | 142.297 | 160.1167 | 825.3956 | 379.9148 | 445.4808 |
Avg Daily Profit (%) | 0.5806 | 0.2732 | 0.3074 | 0.4281 | 0.3016 | 0.3263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95875 | -54398 | -53245 | -1681044 | -1014414 | -942730 |
Profit Factor | 1.4827 | 1.4338 | 1.5364 | 1.1475 | 1.1256 | 1.1733 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 162 | 82 | 80 | 162 | 82 | 80 |
Losing Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Profitability (%) | 48.7952 | 49.3976 | 48.1928 | 48.7952 | 49.3976 | 48.1928 |
Ratio Avg Win / Avg Loss | 1.5559 | 1.4688 | 1.6516 | 1.2042 | 1.1531 | 1.2613 |
Largest Winning Trade | 37445 | 37445 | 37161 | 661587 | 661587 | 203328 |
Largest Losing Trade | -17385 | -17385 | -13415 | -228048 | -227728 | -228048 |
Avg Bars in Trades | 74 | 75 | 74 | 74 | 75 | 74 |
Avg Bars in Winners | 88 | 89 | 88 | 88 | 89 | 88 |
Avg Bars in Losers | 61 | 61 | 60 | 61 | 61 | 60 |
Bars Traded | 24820 | 12518 | 12302 | 24820 | 12518 | 12302 |
Profit Streak | 3.986 | 5.3819 | 0 | 3.986 | 5.3819 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491458 | 337259 | 367969 | -47783 | -73619 | -22152 |
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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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