Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351308.5024 | 317303.568 | 34004.9344 | 147248.7289 | 152120.1209 | -4871.392 |
Total P&L (%) | 351.3085 | 317.3036 | 34.0049 | 147.2487 | 152.1201 | -4.8714 |
Avg Daily Profit (%) | 0.1686 | 0.1523 | 0.0163 | 0.0435 | 0.0444 | -0.0024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150026 | -73081 | -226976 | -515168 | -313457 | -269399 |
Profit Factor | 1.3198 | 1.6038 | 1.0593 | 1.0826 | 1.1879 | 0.995 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Losing Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Profitability (%) | 52.1912 | 53.1746 | 51.2 | 52.1912 | 53.1746 | 51.2 |
Ratio Avg Win / Avg Loss | 1.209 | 1.4123 | 1.0097 | 0.9917 | 1.0461 | 0.9484 |
Largest Winning Trade | 65149 | 57077 | 65149 | 159179 | 144939 | 159179 |
Largest Losing Trade | -39270 | -39270 | -38720 | -128216 | -75018 | -128216 |
Avg Bars in Trades | 97 | 83 | 112 | 97 | 83 | 112 |
Avg Bars in Winners | 92 | 73 | 113 | 92 | 73 | 113 |
Avg Bars in Losers | 103 | 96 | 111 | 103 | 96 | 111 |
Bars Traded | 24594 | 10566 | 14028 | 24594 | 10566 | 14028 |
Profit Streak | 0 | 0 | 23.1388 | 0 | 0 | 23.1388 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329584 | 335871 | -328565 | -264649 | -147202 | -580298 |
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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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