Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302421.481 | 231720.448 | 70701.033 | 59225.1749 | 465959.9511 | -406734.7762 |
Total P&L (%) | 302.4215 | 231.7204 | 70.701 | 59.2252 | 465.96 | -406.7348 |
Avg Daily Profit (%) | 0.2116 | 0.1621 | 0.0495 | 0.0326 | 0.1214 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173053 | -114788 | -150978 | -1072236 | -523620 | -912052 |
Profit Factor | 1.2368 | 1.3597 | 1.1117 | 1.0129 | 1.2195 | 0.8355 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 184 | 86 | 98 | 184 | 86 | 98 |
Losing Trades | 174 | 93 | 81 | 174 | 93 | 81 |
Profitability (%) | 51.3966 | 48.0447 | 54.7486 | 51.3966 | 48.0447 | 54.7486 |
Ratio Avg Win / Avg Loss | 1.1696 | 1.4704 | 0.9188 | 0.9578 | 1.3188 | 0.6906 |
Largest Winning Trade | 87865 | 87865 | 29177 | 265874 | 265874 | 151424 |
Largest Losing Trade | -46321 | -46321 | -35748 | -183672 | -127658 | -183672 |
Avg Bars in Trades | 23 | 30 | 17 | 23 | 30 | 17 |
Avg Bars in Winners | 18 | 24 | 13 | 18 | 24 | 13 |
Avg Bars in Losers | 29 | 35 | 21 | 29 | 35 | 21 |
Bars Traded | 8424 | 5372 | 3051 | 8424 | 5372 | 3051 |
Profit Streak | 0 | 0 | 20.5155 | 0 | 0 | 20.5155 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350939 | 265242 | -224368 | -355810 | -31783 | -578949 |
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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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