Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280680.9015 | 216187.4993 | 64493.4022 | 92379.3164 | 152232.6681 | -59853.3517 |
Total P&L (%) | 280.6809 | 216.1875 | 64.4934 | 92.3793 | 152.2327 | -59.8534 |
Avg Daily Profit (%) | 0.2695 | 0.2075 | 0.0619 | 0.0628 | 0.0889 | -0.0876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122816 | -93132 | -78851 | -197245 | -178895 | -177970 |
Profit Factor | 1.4691 | 1.8144 | 1.1937 | 1.0834 | 1.3238 | 0.906 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 70.5036 | 68.1159 | 72.8571 | 70.5036 | 68.1159 | 72.8571 |
Ratio Avg Win / Avg Loss | 0.6146 | 0.8493 | 0.4447 | 0.4533 | 0.6196 | 0.3375 |
Largest Winning Trade | 40541 | 40541 | 24530 | 63307 | 44800 | 63307 |
Largest Losing Trade | -73741 | -46598 | -73741 | -150082 | -150082 | -126136 |
Avg Bars in Trades | 177 | 188 | 165 | 177 | 188 | 165 |
Avg Bars in Winners | 118 | 117 | 119 | 118 | 117 | 119 |
Avg Bars in Losers | 316 | 339 | 290 | 316 | 339 | 290 |
Bars Traded | 24604 | 12987 | 11617 | 24604 | 12987 | 11617 |
Profit Streak | 16.5395 | 16.5395 | 40.5395 | 16.5395 | 16.5395 | 40.5395 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438203 | -90408 | -209480 | -234932 | -174520 | -670569 |
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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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