Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354530.9317 | 213131.5988 | 141399.3329 | 369439.3298 | 265688.3145 | 103751.0153 |
Total P&L (%) | 354.5309 | 213.1316 | 141.3993 | 369.4393 | 265.6883 | 103.751 |
Avg Daily Profit (%) | 0.2092 | 0.1258 | 0.0835 | 0.0913 | 0.0766 | 0.042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98211 | -131754 | -54891 | -505531 | -373145 | -359363 |
Profit Factor | 1.3597 | 1.3981 | 1.3141 | 1.1061 | 1.1504 | 1.0605 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 157 | 72 | 85 | 157 | 72 | 85 |
Losing Trades | 215 | 114 | 101 | 215 | 114 | 101 |
Profitability (%) | 42.2043 | 38.7097 | 45.6989 | 42.2043 | 38.7097 | 45.6989 |
Ratio Avg Win / Avg Loss | 1.862 | 2.2136 | 1.5615 | 1.5148 | 1.8214 | 1.2601 |
Largest Winning Trade | 68538 | 68538 | 45674 | 189661 | 189661 | 152946 |
Largest Losing Trade | -27524 | -27524 | -25718 | -206337 | -88627 | -206337 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 40 | 47 | 34 | 40 | 47 | 34 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 10032 | 5536 | 4496 | 10032 | 5536 | 4496 |
Profit Streak | 0 | 38.8036 | 0 | 0 | 38.8036 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304233 | -25996 | -81229 | -174550 | -147449 | -291716 |
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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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