Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328848.4117 | 118690.5563 | 210157.8555 | 545281.6634 | 233498.6522 | 311783.0112 |
Total P&L (%) | 328.8484 | 118.6906 | 210.1579 | 545.2817 | 233.4987 | 311.783 |
Avg Daily Profit (%) | 0.3164 | 0.1142 | 0.2022 | 0.1795 | 0.1159 | 0.1362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91361 | -62815 | -80066 | -374751 | -202016 | -193719 |
Profit Factor | 1.3701 | 1.2866 | 1.4429 | 1.3137 | 1.2944 | 1.33 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 148 | 75 | 73 | 148 | 75 | 73 |
Losing Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Profitability (%) | 50.6849 | 51.3699 | 50 | 50.6849 | 51.3699 | 50 |
Ratio Avg Win / Avg Loss | 1.333 | 1.218 | 1.4429 | 1.2782 | 1.2253 | 1.33 |
Largest Winning Trade | 33736 | 32048 | 33736 | 167262 | 167262 | 82414 |
Largest Losing Trade | -43507 | -24932 | -43507 | -96273 | -75877 | -96273 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 4063 | 1849 | 2214 | 4063 | 1849 | 2214 |
Profit Streak | 4.4845 | 13.7345 | 0 | 4.4845 | 13.7345 | 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 | 405131 | -39199 | 313455 | 365640 | -36809 | -10766 |
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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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