Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365835.159 | 145194.8874 | 220640.2716 | 308617.6277 | 277044.9841 | 31572.6436 |
Total P&L (%) | 365.8352 | 145.1949 | 220.6403 | 308.6176 | 277.045 | 31.5726 |
Avg Daily Profit (%) | 0.2459 | 0.0976 | 0.1483 | 0.0946 | 0.0892 | 0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124372 | -106346 | -117893 | -321475 | -219207 | -377011 |
Profit Factor | 1.2849 | 1.2301 | 1.338 | 1.1093 | 1.2156 | 1.0205 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 153 | 73 | 80 | 153 | 73 | 80 |
Losing Trades | 189 | 98 | 91 | 189 | 98 | 91 |
Profitability (%) | 44.7368 | 42.6901 | 46.7836 | 44.7368 | 42.6901 | 46.7836 |
Ratio Avg Win / Avg Loss | 1.5873 | 1.6513 | 1.5219 | 1.3703 | 1.6319 | 1.1608 |
Largest Winning Trade | 49696 | 49696 | 44954 | 83976 | 83976 | 76018 |
Largest Losing Trade | -43073 | -32501 | -43073 | -128217 | -69146 | -128217 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 4411 | 2232 | 2179 | 4411 | 2232 | 2179 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328863 | -64160 | 205001 | -166922 | -75374 | -369788 |
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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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