Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321127.7164 | 198710.1213 | 122417.5951 | 122390.0468 | 155337.8966 | -32947.8498 |
Total P&L (%) | 321.1277 | 198.7101 | 122.4176 | 122.39 | 155.3379 | -32.9479 |
Avg Daily Profit (%) | 0.1906 | 0.1179 | 0.0727 | 0.0474 | 0.0556 | -0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118565 | -138429 | -112500 | -136302 | -58124 | -142301 |
Profit Factor | 1.237 | 1.2948 | 1.1797 | 1.1488 | 1.4716 | 0.9332 |
Total Trades | 387 | 194 | 193 | 387 | 194 | 193 |
Winning Trades | 184 | 89 | 95 | 184 | 89 | 95 |
Losing Trades | 203 | 105 | 98 | 203 | 105 | 98 |
Profitability (%) | 47.5452 | 45.8763 | 49.2228 | 47.5452 | 45.8763 | 49.2228 |
Ratio Avg Win / Avg Loss | 1.3647 | 1.5276 | 1.217 | 1.2675 | 1.7361 | 0.9626 |
Largest Winning Trade | 46734 | 46734 | 41323 | 39883 | 32810 | 39883 |
Largest Losing Trade | -52230 | -35120 | -52230 | -96570 | -17242 | -96570 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 5031 | 2454 | 2577 | 5031 | 2454 | 2577 |
Profit Streak | 0 | 0 | 14.2336 | 0 | 0 | 14.2336 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309077 | -35269 | -117750 | -185003 | -117229 | -579753 |
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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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