Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352876.6992 | 277507.628 | 75369.0711 | 159595.7301 | 143311.1634 | 16284.5667 |
Total P&L (%) | 352.8767 | 277.5076 | 75.3691 | 159.5957 | 143.3112 | 16.2846 |
Avg Daily Profit (%) | 0.1905 | 0.1498 | 0.0407 | 0.0515 | 0.048 | 0.0081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103079 | -104160 | -104876 | -316065 | -247112 | -260934 |
Profit Factor | 1.2914 | 1.4629 | 1.1232 | 1.055 | 1.0998 | 1.0111 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 173 | 85 | 88 | 173 | 85 | 88 |
Losing Trades | 189 | 96 | 93 | 189 | 96 | 93 |
Profitability (%) | 47.7901 | 46.9613 | 48.6188 | 47.7901 | 46.9613 | 48.6188 |
Ratio Avg Win / Avg Loss | 1.4108 | 1.6522 | 1.1871 | 1.1526 | 1.2421 | 1.0686 |
Largest Winning Trade | 88569 | 88569 | 52600 | 129048 | 129048 | 91848 |
Largest Losing Trade | -34585 | -31320 | -34585 | -144742 | -87608 | -144742 |
Avg Bars in Trades | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Winners | 40 | 34 | 45 | 40 | 34 | 45 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 10868 | 4839 | 6028 | 10868 | 4839 | 6028 |
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 | 309763 | 311832 | -223649 | -283073 | -240014 | -399750 |
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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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