Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320699.6967 | 228488.5955 | 92211.1012 | 72547.0421 | 96988.5523 | -24441.5102 |
Total P&L (%) | 320.6997 | 228.4886 | 92.2111 | 72.547 | 96.9886 | -24.4415 |
Avg Daily Profit (%) | 0.3141 | 0.2238 | 0.0903 | 0.0534 | 0.0664 | -0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109657 | -74982 | -103522 | -217629 | -145542 | -110311 |
Profit Factor | 1.3891 | 1.5635 | 1.2202 | 1.0966 | 1.2537 | 0.9337 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 44.5122 | 40.2439 | 48.7805 | 44.5122 | 40.2439 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.7316 | 2.3215 | 1.2812 | 1.367 | 1.8615 | 0.9803 |
Largest Winning Trade | 210489 | 210489 | 50994 | 183980 | 183980 | 33669 |
Largest Losing Trade | -39018 | -22634 | -39018 | -64133 | -28593 | -64133 |
Avg Bars in Trades | 148 | 149 | 146 | 148 | 149 | 146 |
Avg Bars in Winners | 215 | 222 | 209 | 215 | 222 | 209 |
Avg Bars in Losers | 94 | 100 | 87 | 94 | 100 | 87 |
Bars Traded | 24288 | 12247 | 12041 | 24288 | 12247 | 12041 |
Profit Streak | 8.9519 | 0 | 9.0769 | 8.9519 | 0 | 9.0769 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350240 | 85583 | -77060 | -236389 | -111582 | -585042 |
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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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