Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242513.1419 | 86102.2409 | 156410.901 | 631640.9974 | 242019.8519 | 389621.1455 |
Total P&L (%) | 242.5131 | 86.1022 | 156.4109 | 631.641 | 242.0199 | 389.6211 |
Avg Daily Profit (%) | 0.9312 | 0.3306 | 0.6006 | 0.7671 | 0.4733 | 0.6118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33199 | -27252 | -27706 | -149379 | -177437 | -116330 |
Profit Factor | 1.5044 | 1.3516 | 1.6631 | 1.2788 | 1.2107 | 1.3488 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 165 | 79 | 86 | 165 | 79 | 86 |
Losing Trades | 208 | 107 | 101 | 208 | 107 | 101 |
Profitability (%) | 44.2359 | 42.4731 | 45.9893 | 44.2359 | 42.4731 | 45.9893 |
Ratio Avg Win / Avg Loss | 1.8965 | 1.8306 | 1.9531 | 1.6121 | 1.6398 | 1.5841 |
Largest Winning Trade | 33145 | 33145 | 26268 | 141864 | 141864 | 88839 |
Largest Losing Trade | -15566 | -8213 | -15566 | -42812 | -25862 | -42812 |
Avg Bars in Trades | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Winners | 101 | 98 | 104 | 101 | 98 | 104 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 24768 | 11646 | 13122 | 24768 | 11646 | 13122 |
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 | 490330 | 228371 | 419886 | 441482 | 241285 | 363702 |
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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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