Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209832.2666 | 133368.9944 | 76463.2722 | 242209.2513 | 133158.3295 | 109050.9218 |
Total P&L (%) | 209.8323 | 133.369 | 76.4633 | 242.2093 | 133.1583 | 109.0509 |
Avg Daily Profit (%) | 0.4029 | 0.2561 | 0.1468 | 0.2365 | 0.1627 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67220 | -49882 | -47873 | -333752 | -165237 | -271539 |
Profit Factor | 1.3499 | 1.4491 | 1.2526 | 1.1401 | 1.1604 | 1.1213 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 161 | 72 | 89 | 161 | 72 | 89 |
Losing Trades | 212 | 114 | 98 | 212 | 114 | 98 |
Profitability (%) | 43.1635 | 38.7097 | 47.5936 | 43.1635 | 38.7097 | 47.5936 |
Ratio Avg Win / Avg Loss | 1.7776 | 2.2945 | 1.3793 | 1.5012 | 1.8373 | 1.2347 |
Largest Winning Trade | 112394 | 112394 | 21824 | 138701 | 138701 | 80415 |
Largest Losing Trade | -13735 | -11057 | -13735 | -66274 | -50467 | -66274 |
Avg Bars in Trades | 66 | 65 | 67 | 66 | 65 | 67 |
Avg Bars in Winners | 97 | 95 | 98 | 97 | 95 | 98 |
Avg Bars in Losers | 43 | 46 | 39 | 43 | 46 | 39 |
Bars Traded | 24841 | 12166 | 12675 | 24841 | 12166 | 12675 |
Profit Streak | 0 | 6.566 | 0 | 0 | 6.566 | 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 | 344803 | 228774 | 59536 | -58672 | -39538 | -92050 |
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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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