Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297602.252 | 94688.3314 | 202913.9205 | 26724.2728 | 14968.6898 | 11755.583 |
Total P&L (%) | 297.6023 | 94.6883 | 202.9139 | 26.7243 | 14.9687 | 11.7556 |
Avg Daily Profit (%) | 0.1951 | 0.0621 | 0.133 | 0.0155 | 0.0091 | 0.0073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162600 | -127702 | -133876 | -254573 | -118211 | -179745 |
Profit Factor | 1.219 | 1.1465 | 1.2848 | 1.0208 | 1.0254 | 1.0169 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 179 | 86 | 93 | 179 | 86 | 93 |
Losing Trades | 192 | 100 | 92 | 192 | 100 | 92 |
Profitability (%) | 48.248 | 46.2366 | 50.2703 | 48.248 | 46.2366 | 50.2703 |
Ratio Avg Win / Avg Loss | 1.3075 | 1.3331 | 1.271 | 1.0949 | 1.1924 | 1.006 |
Largest Winning Trade | 69434 | 69434 | 34805 | 69434 | 69434 | 53490 |
Largest Losing Trade | -71577 | -46376 | -71577 | -121276 | -31534 | -121276 |
Avg Bars in Trades | 12 | 9 | 14 | 12 | 9 | 14 |
Avg Bars in Winners | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Losers | 10 | 8 | 13 | 10 | 8 | 13 |
Bars Traded | 4499 | 1802 | 2697 | 4499 | 1802 | 2697 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313336 | -170211 | -14756 | -371618 | -385142 | -495473 |
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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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