Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354684.9416 | 249652.4413 | 105032.5003 | 86860.2092 | 106003.0572 | -19142.848 |
Total P&L (%) | 354.6849 | 249.6524 | 105.0325 | 86.8602 | 106.0031 | -19.1428 |
Avg Daily Profit (%) | 0.3405 | 0.2397 | 0.1008 | 0.06 | 0.0694 | -0.0204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92340 | -65271 | -92340 | -136392 | -87180 | -144316 |
Profit Factor | 1.6355 | 2.0354 | 1.3313 | 1.1944 | 1.635 | 0.9316 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 71.6981 | 67.5 | 75.9494 | 71.6981 | 67.5 | 75.9494 |
Ratio Avg Win / Avg Loss | 0.6456 | 0.98 | 0.4216 | 0.4715 | 0.7872 | 0.295 |
Largest Winning Trade | 34945 | 34945 | 20946 | 25377 | 19367 | 25377 |
Largest Losing Trade | -92340 | -41188 | -92340 | -136392 | -63785 | -136392 |
Avg Bars in Trades | 155 | 172 | 139 | 155 | 172 | 139 |
Avg Bars in Winners | 98 | 104 | 93 | 98 | 104 | 93 |
Avg Bars in Losers | 301 | 313 | 284 | 301 | 313 | 284 |
Bars Traded | 24765 | 13777 | 10988 | 24765 | 13777 | 10988 |
Profit Streak | 0 | 0 | 42.3175 | 0 | 0 | 42.3175 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460322 | -7860 | -81649 | -117481 | -116860 | -602671 |
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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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