Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245558.5484 | 145177.8591 | 100380.6893 | 560383.2882 | 410310.6413 | 150072.6469 |
Total P&L (%) | 245.5585 | 145.1779 | 100.3807 | 560.3833 | 410.3106 | 150.0726 |
Avg Daily Profit (%) | 0.4715 | 0.2787 | 0.1927 | 0.3631 | 0.3134 | 0.1761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45572 | -53134 | -32305 | -180663 | -209860 | -159021 |
Profit Factor | 1.4096 | 1.462 | 1.3519 | 1.2929 | 1.4244 | 1.1585 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 177 | 87 | 90 | 177 | 87 | 90 |
Losing Trades | 181 | 92 | 89 | 181 | 92 | 89 |
Profitability (%) | 49.4413 | 48.6034 | 50.2793 | 49.4413 | 48.6034 | 50.2793 |
Ratio Avg Win / Avg Loss | 1.4415 | 1.546 | 1.3369 | 1.3221 | 1.5063 | 1.1457 |
Largest Winning Trade | 28868 | 28868 | 20220 | 117913 | 117913 | 74904 |
Largest Losing Trade | -18558 | -18558 | -12317 | -70041 | -63624 | -70041 |
Avg Bars in Trades | 68 | 70 | 67 | 68 | 70 | 67 |
Avg Bars in Winners | 89 | 92 | 85 | 89 | 92 | 85 |
Avg Bars in Losers | 49 | 49 | 48 | 49 | 49 | 48 |
Bars Traded | 24672 | 12639 | 12033 | 24672 | 12639 | 12033 |
Profit Streak | 4.8784 | 8.3784 | 0 | 4.8784 | 8.3784 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445807 | 391475 | 281132 | 401773 | 393873 | -38884 |
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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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