Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354300.8385 | 325771.3488 | 28529.4896 | -729.0314 | 122746.339 | -123475.3704 |
Total P&L (%) | 354.3008 | 325.7713 | 28.5295 | -0.729 | 122.7463 | -123.4754 |
Avg Daily Profit (%) | 0.1881 | 0.1729 | 0.0151 | -0.0004 | 0.0425 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -294393 | -193659 | -103270 | -895639 | -578757 | -332288 |
Profit Factor | 1.2674 | 1.4691 | 1.0453 | 0.9997 | 1.0951 | 0.8975 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 152 | 72 | 80 | 152 | 72 | 80 |
Losing Trades | 168 | 88 | 80 | 168 | 88 | 80 |
Profitability (%) | 47.5 | 45 | 50 | 47.5 | 45 | 50 |
Ratio Avg Win / Avg Loss | 1.4008 | 1.7955 | 1.0453 | 1.1049 | 1.3384 | 0.8975 |
Largest Winning Trade | 183560 | 183560 | 37265 | 208384 | 208384 | 104294 |
Largest Losing Trade | -41372 | -41372 | -28722 | -203600 | -203600 | -122182 |
Avg Bars in Trades | 17 | 24 | 10 | 17 | 24 | 10 |
Avg Bars in Winners | 21 | 34 | 10 | 21 | 34 | 10 |
Avg Bars in Losers | 13 | 15 | 9 | 13 | 15 | 9 |
Bars Traded | 5497 | 3884 | 1613 | 5497 | 3884 | 1613 |
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 | 301789 | 296429 | -346033 | -578132 | -253443 | -580217 |
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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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