Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187336.637 | 100872.9656 | 86463.6714 | 347021.2102 | 305495.4646 | 41525.7455 |
Total P&L (%) | 187.3366 | 100.873 | 86.4637 | 347.0212 | 305.4955 | 41.5257 |
Avg Daily Profit (%) | 0.7194 | 0.3873 | 0.332 | 0.5767 | 0.539 | 0.1335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61616 | -45085 | -44159 | -476958 | -328217 | -289090 |
Profit Factor | 1.3689 | 1.3948 | 1.3427 | 1.1273 | 1.2228 | 1.0306 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 176 | 84 | 92 | 176 | 84 | 92 |
Losing Trades | 236 | 122 | 114 | 236 | 122 | 114 |
Profitability (%) | 42.7184 | 40.7767 | 44.6602 | 42.7184 | 40.7767 | 44.6602 |
Ratio Avg Win / Avg Loss | 1.8356 | 2.0258 | 1.6638 | 1.5116 | 1.7759 | 1.2771 |
Largest Winning Trade | 32959 | 32959 | 21504 | 182099 | 182099 | 59401 |
Largest Losing Trade | -9715 | -8598 | -9715 | -59183 | -54411 | -59183 |
Avg Bars in Trades | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Winners | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 24846 | 12247 | 12599 | 24846 | 12247 | 12599 |
Profit Streak | 0 | 0 | 4.6277 | 0 | 0 | 4.6277 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417693 | 235335 | 291181 | -70635 | 244155 | -205884 |
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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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