Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274118.4142 | 72010.0196 | 202108.3946 | 89075.0849 | 102047.9551 | -12972.8702 |
Total P&L (%) | 274.1184 | 72.01 | 202.1084 | 89.0751 | 102.048 | -12.9729 |
Avg Daily Profit (%) | 0.1856 | 0.0488 | 0.1369 | 0.0431 | 0.0476 | -0.0094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104726 | -101562 | -101279 | -374282 | -211563 | -347194 |
Profit Factor | 1.2245 | 1.1276 | 1.3079 | 1.0365 | 1.0983 | 0.9907 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Losing Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Profitability (%) | 48.2558 | 48.2558 | 48.2558 | 48.2558 | 48.2558 | 48.2558 |
Ratio Avg Win / Avg Loss | 1.3131 | 1.2091 | 1.4025 | 1.1114 | 1.1777 | 1.0624 |
Largest Winning Trade | 75586 | 75586 | 45115 | 97296 | 92447 | 97296 |
Largest Losing Trade | -41218 | -28504 | -41218 | -94434 | -49282 | -94434 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 17 | 14 | 20 | 17 | 14 | 20 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 5789 | 2565 | 3224 | 5789 | 2565 | 3224 |
Profit Streak | 9.7969 | 18.2969 | 9.7969 | 9.7969 | 18.2969 | 9.7969 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346487 | -207489 | -9584 | -313138 | -241135 | -578502 |
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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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