Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375280.1901 | 347275.0431 | 28005.147 | 37443.664 | 500326.8447 | -462883.1807 |
Total P&L (%) | 375.2802 | 347.275 | 28.0051 | 37.4437 | 500.3268 | -462.8832 |
Avg Daily Profit (%) | 0.1496 | 0.1385 | 0.0112 | 0.0127 | 0.0715 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204240 | -173034 | -107652 | -1357348 | -1091339 | -844124 |
Profit Factor | 1.2967 | 1.5542 | 1.0439 | 1.0068 | 1.1801 | 0.8282 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 186 | 95 | 91 | 186 | 95 | 91 |
Losing Trades | 175 | 85 | 90 | 175 | 85 | 90 |
Profitability (%) | 51.5235 | 52.7778 | 50.2762 | 51.5235 | 52.7778 | 50.2762 |
Ratio Avg Win / Avg Loss | 1.22 | 1.3906 | 1.0324 | 0.9473 | 1.0559 | 0.8191 |
Largest Winning Trade | 180510 | 180510 | 55703 | 700040 | 700040 | 325616 |
Largest Losing Trade | -43234 | -41455 | -43234 | -560430 | -516454 | -560430 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 9820 | 4346 | 5474 | 9820 | 4346 | 5474 |
Profit Streak | 0 | 15.2453 | 0 | 0 | 15.2453 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328700 | -4937 | -353043 | -390651 | -117831 | -580349 |
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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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