Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111687.234 | 44736.4008 | 66950.8332 | 147984.6839 | 65206.774 | 82777.9099 |
Total P&L (%) | 111.6872 | 44.7364 | 66.9508 | 147.9847 | 65.2068 | 82.7779 |
Avg Daily Profit (%) | 0.4289 | 0.1718 | 0.2571 | 0.3494 | 0.193 | 0.2319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36244 | -31013 | -20695 | -86303 | -70521 | -50140 |
Profit Factor | 1.2853 | 1.2197 | 1.3564 | 1.1743 | 1.1488 | 1.2016 |
Total Trades | 433 | 216 | 217 | 433 | 216 | 217 |
Winning Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Losing Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Profitability (%) | 45.4965 | 45.3704 | 45.6221 | 45.4965 | 45.3704 | 45.6221 |
Ratio Avg Win / Avg Loss | 1.5397 | 1.4686 | 1.6168 | 1.4068 | 1.3833 | 1.4322 |
Largest Winning Trade | 24178 | 16624 | 24178 | 33475 | 33475 | 24315 |
Largest Losing Trade | -8602 | -8602 | -5906 | -19142 | -19142 | -16335 |
Avg Bars in Trades | 56 | 57 | 56 | 56 | 57 | 56 |
Avg Bars in Winners | 74 | 71 | 77 | 74 | 71 | 77 |
Avg Bars in Losers | 41 | 45 | 38 | 41 | 45 | 38 |
Bars Traded | 24605 | 12386 | 12219 | 24605 | 12386 | 12219 |
Profit Streak | 0 | 4.0785 | 0 | 0 | 4.0785 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352753 | 86542 | 249399 | -20732 | -52340 | 174884 |
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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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