Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472147.8159 | 367817.6973 | 104330.1187 | 222760.4043 | 117522.8197 | 105237.5845 |
Total P&L (%) | 472.1478 | 367.8177 | 104.3301 | 222.7604 | 117.5228 | 105.2376 |
Avg Daily Profit (%) | 0.2452 | 0.191 | 0.0542 | 0.0609 | 0.0404 | 0.0373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87352 | -86687 | -67507 | -306334 | -253694 | -225060 |
Profit Factor | 1.4504 | 1.6982 | 1.2001 | 1.078 | 1.0767 | 1.0795 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 137 | 66 | 71 | 137 | 66 | 71 |
Losing Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Profitability (%) | 45.515 | 43.7086 | 47.3333 | 45.515 | 43.7086 | 47.3333 |
Ratio Avg Win / Avg Loss | 1.7362 | 2.1871 | 1.3353 | 1.2905 | 1.3867 | 1.2012 |
Largest Winning Trade | 198170 | 198170 | 55971 | 302249 | 302249 | 103684 |
Largest Losing Trade | -29603 | -28964 | -29603 | -103537 | -103537 | -75263 |
Avg Bars in Trades | 74 | 57 | 91 | 74 | 57 | 91 |
Avg Bars in Winners | 104 | 72 | 134 | 104 | 72 | 134 |
Avg Bars in Losers | 49 | 46 | 53 | 49 | 46 | 53 |
Bars Traded | 22431 | 8723 | 13708 | 22431 | 8723 | 13708 |
Profit Streak | 0 | 0 | 14.7109 | 0 | 0 | 14.7109 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358249 | 307844 | -121309 | -246514 | -277319 | -276276 |
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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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