Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393291.8805 | 313899.3445 | 79392.536 | 99436.5822 | 107903.3289 | -8466.7468 |
Total P&L (%) | 393.2919 | 313.8993 | 79.3925 | 99.4366 | 107.9033 | -8.4667 |
Avg Daily Profit (%) | 0.2046 | 0.1633 | 0.0413 | 0.0359 | 0.0381 | -0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95062 | -99019 | -75105 | -263794 | -232960 | -200310 |
Profit Factor | 1.3534 | 1.5423 | 1.1487 | 1.0414 | 1.0831 | 0.9923 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Losing Trades | 170 | 88 | 82 | 170 | 88 | 82 |
Profitability (%) | 45.3376 | 43.5897 | 47.0968 | 45.3376 | 43.5897 | 47.0968 |
Ratio Avg Win / Avg Loss | 1.6318 | 1.996 | 1.2903 | 1.2556 | 1.4017 | 1.1147 |
Largest Winning Trade | 198170 | 198170 | 55435 | 258410 | 258410 | 98163 |
Largest Losing Trade | -28964 | -28964 | -25587 | -88520 | -88520 | -60560 |
Avg Bars in Trades | 72 | 55 | 88 | 72 | 55 | 88 |
Avg Bars in Winners | 103 | 72 | 131 | 103 | 72 | 131 |
Avg Bars in Losers | 46 | 42 | 50 | 46 | 42 | 50 |
Bars Traded | 22440 | 8730 | 13710 | 22440 | 8730 | 13710 |
Profit Streak | 0 | 0 | 11.6523 | 0 | 0 | 11.6523 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323812 | 279074 | -194987 | -320067 | -273385 | -579354 |
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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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