Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363886.0332 | 286799.0012 | 77087.032 | 44838.0136 | 195021.4233 | -150183.4096 |
Total P&L (%) | 363.886 | 286.799 | 77.087 | 44.838 | 195.0214 | -150.1834 |
Avg Daily Profit (%) | 0.292 | 0.2301 | 0.0619 | 0.0297 | 0.0869 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143465 | -76986 | -164821 | -227876 | -199656 | -237161 |
Profit Factor | 1.3127 | 1.6178 | 1.1102 | 1.0226 | 1.2435 | 0.873 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 223 | 108 | 115 | 223 | 108 | 115 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 63.7143 | 61.7143 | 65.7143 | 63.7143 | 61.7143 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.7476 | 1.0037 | 0.5792 | 0.5824 | 0.7714 | 0.4555 |
Largest Winning Trade | 42334 | 42334 | 38415 | 68430 | 68430 | 60517 |
Largest Losing Trade | -77200 | -40941 | -77200 | -147009 | -123834 | -147009 |
Avg Bars in Trades | 42 | 43 | 40 | 42 | 43 | 40 |
Avg Bars in Winners | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Losers | 54 | 59 | 49 | 54 | 59 | 49 |
Bars Traded | 14784 | 7678 | 7106 | 14784 | 7678 | 7106 |
Profit Streak | 0 | 0 | 25.57 | 0 | 0 | 25.57 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378365 | 421556 | -207859 | -348681 | -77049 | -577358 |
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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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