Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321894.9549 | 251778.9408 | 70116.0142 | 10292.5544 | -89796.904 | 100089.4584 |
Total P&L (%) | 321.895 | 251.7789 | 70.116 | 10.2926 | -89.7969 | 100.0895 |
Avg Daily Profit (%) | 0.227 | 0.1776 | 0.0494 | 0.0069 | -0.1608 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206744 | -170789 | -114468 | -225030 | -234466 | -81680 |
Profit Factor | 1.3027 | 1.4101 | 1.156 | 1.0124 | 0.8366 | 1.3593 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 173 | 80 | 93 | 173 | 80 | 93 |
Losing Trades | 139 | 76 | 63 | 139 | 76 | 63 |
Profitability (%) | 55.4487 | 51.2821 | 59.6154 | 55.4487 | 51.2821 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.0467 | 1.3396 | 0.7831 | 0.8135 | 0.7947 | 0.9208 |
Largest Winning Trade | 157545 | 157545 | 34666 | 100958 | 100958 | 34666 |
Largest Losing Trade | -40228 | -40228 | -38562 | -61156 | -61156 | -56907 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 4248 | 2244 | 2004 | 4248 | 2244 | 2004 |
Profit Streak | 0 | 0 | 17.2525 | 0 | 0 | 17.2525 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380449 | 320103 | -175094 | -546174 | -580072 | -126436 |
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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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