Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206255.9459 | 36049.6903 | 170206.2556 | 42333.6267 | -99017.2969 | 141350.9236 |
Total P&L (%) | 206.2559 | 36.0497 | 170.2063 | 42.3336 | -99.0173 | 141.3509 |
Avg Daily Profit (%) | 0.2006 | 0.0351 | 0.1656 | 0.0343 | -0.4486 | 0.0857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179814 | -128449 | -89485 | -471696 | -403624 | -233451 |
Profit Factor | 1.174 | 1.0628 | 1.2782 | 1.017 | 0.9184 | 1.1111 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 173 | 81 | 92 | 173 | 81 | 92 |
Losing Trades | 178 | 95 | 83 | 178 | 95 | 83 |
Profitability (%) | 49.2877 | 46.0227 | 52.5714 | 49.2877 | 46.0227 | 52.5714 |
Ratio Avg Win / Avg Loss | 1.2079 | 1.2465 | 1.1532 | 1.0464 | 1.0771 | 1.0024 |
Largest Winning Trade | 37386 | 36080 | 37386 | 105325 | 83841 | 105325 |
Largest Losing Trade | -26887 | -23788 | -26887 | -89258 | -89258 | -85454 |
Avg Bars in Trades | 35 | 34 | 35 | 35 | 34 | 35 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 12294 | 6142 | 6152 | 12294 | 6142 | 6152 |
Profit Streak | 0 | 0 | 13.0684 | 0 | 0 | 13.0684 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19975 | -301222 | 308863 | -349266 | -580291 | -175548 |
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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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