Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362886.3351 | 331082.2771 | 31804.0579 | 63390.4262 | 20455.6333 | 42934.7929 |
Total P&L (%) | 362.8863 | 331.0823 | 31.8041 | 63.3904 | 20.4556 | 42.9348 |
Avg Daily Profit (%) | 0.1943 | 0.1773 | 0.017 | 0.0263 | 0.01 | 0.0191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118567 | -110540 | -142650 | -215944 | -164917 | -170459 |
Profit Factor | 1.3775 | 1.6084 | 1.0762 | 1.0425 | 1.0237 | 1.0686 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 137 | 61 | 76 | 137 | 61 | 76 |
Losing Trades | 158 | 87 | 71 | 158 | 87 | 71 |
Profitability (%) | 46.4407 | 41.2162 | 51.7007 | 46.4407 | 41.2162 | 51.7007 |
Ratio Avg Win / Avg Loss | 1.5886 | 2.294 | 1.0054 | 1.2024 | 1.46 | 0.9983 |
Largest Winning Trade | 248101 | 248101 | 46869 | 150964 | 150964 | 60083 |
Largest Losing Trade | -25661 | -24647 | -25661 | -78211 | -78211 | -50900 |
Avg Bars in Trades | 37 | 34 | 39 | 37 | 34 | 39 |
Avg Bars in Winners | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 11026 | 5161 | 5865 | 11026 | 5161 | 5865 |
Profit Streak | 0 | 0 | 20.6051 | 0 | 0 | 20.6051 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338385 | 248154 | -309107 | -331758 | -384172 | -315366 |
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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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