Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218913.5944 | 128944.2823 | 89969.3121 | 349825.173 | 181217.561 | 168607.6119 |
Total P&L (%) | 218.9136 | 128.9443 | 89.9693 | 349.8252 | 181.2176 | 168.6076 |
Avg Daily Profit (%) | 0.4203 | 0.2476 | 0.1727 | 0.2891 | 0.1987 | 0.1899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68542 | -54269 | -36080 | -414096 | -317964 | -184117 |
Profit Factor | 1.375 | 1.4374 | 1.3113 | 1.1652 | 1.1687 | 1.1617 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 202 | 102 | 100 | 202 | 102 | 100 |
Profitability (%) | 41.1079 | 40.3509 | 41.8605 | 41.1079 | 40.3509 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.9698 | 2.1248 | 1.8212 | 1.6693 | 1.7276 | 1.6134 |
Largest Winning Trade | 63995 | 63995 | 22348 | 136963 | 136963 | 106640 |
Largest Losing Trade | -12591 | -11114 | -12591 | -71371 | -57013 | -71371 |
Avg Bars in Trades | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Winners | 113 | 110 | 117 | 113 | 110 | 117 |
Avg Bars in Losers | 43 | 46 | 40 | 43 | 46 | 40 |
Bars Traded | 24843 | 12327 | 12517 | 24843 | 12327 | 12517 |
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 | 321253 | 218922 | 189476 | -31518 | -30224 | -37449 |
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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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