Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515274.366 | 379558.28 | 135716.086 | 603937.9842 | 650858.7878 | -46920.8036 |
Total P&L (%) | 515.2744 | 379.5583 | 135.7161 | 603.938 | 650.8588 | -46.9208 |
Avg Daily Profit (%) | 0.2253 | 0.166 | 0.0593 | 0.0854 | 0.0882 | -0.0277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215679 | -160386 | -146473 | -825467 | -549197 | -520146 |
Profit Factor | 1.5563 | 1.8503 | 1.2828 | 1.2135 | 1.477 | 0.968 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 50.8021 | 47.8723 | 53.7634 | 50.8021 | 47.8723 | 53.7634 |
Ratio Avg Win / Avg Loss | 1.5071 | 2.0148 | 1.1032 | 1.1752 | 1.6083 | 0.8324 |
Largest Winning Trade | 184430 | 184430 | 61628 | 368720 | 368720 | 157550 |
Largest Losing Trade | -30335 | -26401 | -30335 | -164932 | -124397 | -164932 |
Avg Bars in Trades | 23 | 20 | 27 | 23 | 20 | 27 |
Avg Bars in Winners | 29 | 24 | 33 | 29 | 24 | 33 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 4478 | 1920 | 2558 | 4478 | 1920 | 2558 |
Profit Streak | 0 | 0 | 29.1083 | 0 | 0 | 29.1083 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445538 | 359591 | -112704 | -77650 | -73377 | -579778 |
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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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