Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424557.6005 | 313069.9058 | 111487.6947 | 52968.3639 | 207823.6869 | -154855.323 |
Total P&L (%) | 424.5576 | 313.0699 | 111.4877 | 52.9684 | 207.8237 | -154.8553 |
Avg Daily Profit (%) | 0.2877 | 0.2122 | 0.0756 | 0.0288 | 0.0762 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119421 | -109156 | -126940 | -505276 | -498815 | -244161 |
Profit Factor | 1.2866 | 1.4748 | 1.1356 | 1.0188 | 1.1568 | 0.8966 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 152 | 72 | 80 | 152 | 72 | 80 |
Losing Trades | 203 | 106 | 97 | 203 | 106 | 97 |
Profitability (%) | 42.8169 | 40.4494 | 45.1977 | 42.8169 | 40.4494 | 45.1977 |
Ratio Avg Win / Avg Loss | 1.7183 | 2.1713 | 1.377 | 1.3606 | 1.7031 | 1.0871 |
Largest Winning Trade | 152569 | 152569 | 39421 | 218920 | 218920 | 66996 |
Largest Losing Trade | -54905 | -20494 | -54905 | -93628 | -93628 | -75349 |
Avg Bars in Trades | 12 | 10 | 13 | 12 | 10 | 13 |
Avg Bars in Winners | 17 | 14 | 20 | 17 | 14 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4351 | 1926 | 2425 | 4351 | 1926 | 2425 |
Profit Streak | 0 | 0 | 22.3261 | 0 | 0 | 22.3261 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317674 | 249432 | -164064 | -356075 | -141172 | -579781 |
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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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