Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367304.4637 | 145289.4409 | 222015.0228 | 308670.3508 | 132628.9234 | 176041.4275 |
Total P&L (%) | 367.3045 | 145.2894 | 222.015 | 308.6704 | 132.6289 | 176.0414 |
Avg Daily Profit (%) | 0.2487 | 0.0984 | 0.1503 | 0.0954 | 0.0572 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169849 | -86484 | -83364 | -1792335 | -1210190 | -813082 |
Profit Factor | 1.4587 | 1.3695 | 1.5446 | 1.0487 | 1.0437 | 1.0534 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 52.5424 | 48.8636 | 56.1798 | 52.5424 | 48.8636 | 56.1798 |
Ratio Avg Win / Avg Loss | 1.3175 | 1.4332 | 1.2048 | 0.9473 | 1.0922 | 0.8217 |
Largest Winning Trade | 127983 | 127983 | 60602 | 1114116 | 1114116 | 355419 |
Largest Losing Trade | -31592 | -31592 | -28640 | -369015 | -322348 | -369015 |
Avg Bars in Trades | 16 | 11 | 20 | 16 | 11 | 20 |
Avg Bars in Winners | 16 | 10 | 20 | 16 | 10 | 20 |
Avg Bars in Losers | 16 | 12 | 20 | 16 | 12 | 20 |
Bars Traded | 2862 | 1031 | 1831 | 2862 | 1031 | 1831 |
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 | 382498 | -61623 | 343365 | -232703 | -289522 | -263798 |
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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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