Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161975.0581 | 85241.8208 | 76733.2372 | 130425.9147 | 87110.2648 | 43315.6499 |
Total P&L (%) | 161.9751 | 85.2418 | 76.7332 | 130.4259 | 87.1103 | 43.3157 |
Avg Daily Profit (%) | 0.2807 | 0.1477 | 0.133 | 0.1448 | 0.1086 | 0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86284 | -65668 | -45413 | -209263 | -145422 | -125704 |
Profit Factor | 1.3111 | 1.31 | 1.3123 | 1.1421 | 1.1844 | 1.0973 |
Total Trades | 435 | 218 | 217 | 435 | 218 | 217 |
Winning Trades | 197 | 101 | 96 | 197 | 101 | 96 |
Losing Trades | 238 | 117 | 121 | 238 | 117 | 121 |
Profitability (%) | 45.2874 | 46.3303 | 44.2396 | 45.2874 | 46.3303 | 44.2396 |
Ratio Avg Win / Avg Loss | 1.584 | 1.5175 | 1.6541 | 1.3798 | 1.3721 | 1.383 |
Largest Winning Trade | 63833 | 63833 | 46655 | 111059 | 111059 | 64278 |
Largest Losing Trade | -22607 | -22596 | -22607 | -76504 | -65374 | -76504 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 40 | 41 | 38 | 40 | 41 | 38 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 13574 | 6843 | 6731 | 13574 | 6843 | 6731 |
Profit Streak | 0 | 0 | 494.7952 | 0 | 0 | 494.7952 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346468 | 150023 | -14906 | -63933 | -66846 | -225763 |
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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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