Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321872.5493 | 255076.3168 | 66796.2324 | 129669.6582 | 74622.837 | 55046.8213 |
Total P&L (%) | 321.8725 | 255.0763 | 66.7962 | 129.6697 | 74.6228 | 55.0468 |
Avg Daily Profit (%) | 0.309 | 0.2449 | 0.0641 | 0.0799 | 0.0535 | 0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119422 | -99136 | -105899 | -722055 | -527571 | -371666 |
Profit Factor | 1.2839 | 1.4228 | 1.1259 | 1.0287 | 1.0311 | 1.0259 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 145 | 65 | 80 | 145 | 65 | 80 |
Losing Trades | 199 | 107 | 92 | 199 | 107 | 92 |
Profitability (%) | 42.1512 | 37.7907 | 46.5116 | 42.1512 | 37.7907 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.762 | 2.3422 | 1.2948 | 1.4118 | 1.6974 | 1.1798 |
Largest Winning Trade | 148199 | 148199 | 32105 | 218314 | 218314 | 210981 |
Largest Losing Trade | -31683 | -24550 | -31683 | -108166 | -108166 | -91274 |
Avg Bars in Trades | 71 | 73 | 69 | 71 | 73 | 69 |
Avg Bars in Winners | 96 | 103 | 91 | 96 | 103 | 91 |
Avg Bars in Losers | 53 | 55 | 51 | 53 | 55 | 51 |
Bars Traded | 24678 | 12660 | 12018 | 24678 | 12660 | 12018 |
Profit Streak | 0 | 11.4989 | 0 | 0 | 11.4989 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302239 | 222461 | -190553 | -276555 | -310389 | -330651 |
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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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