Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493762.7378 | 406648.8 | 87113.9378 | 510548.5855 | 348139.5038 | 162409.0817 |
Total P&L (%) | 493.7627 | 406.6488 | 87.1139 | 510.5486 | 348.1395 | 162.4091 |
Avg Daily Profit (%) | 0.3052 | 0.2513 | 0.0538 | 0.1119 | 0.0927 | 0.0596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130461 | -129209 | -152128 | -424629 | -401478 | -442370 |
Profit Factor | 1.4814 | 1.7825 | 1.1721 | 1.1802 | 1.2319 | 1.1219 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 126 | 57 | 69 | 126 | 57 | 69 |
Losing Trades | 167 | 90 | 77 | 167 | 90 | 77 |
Profitability (%) | 43.0034 | 38.7755 | 47.2603 | 43.0034 | 38.7755 | 47.2603 |
Ratio Avg Win / Avg Loss | 1.9634 | 2.8145 | 1.308 | 1.5642 | 1.9451 | 1.2519 |
Largest Winning Trade | 188946 | 188946 | 48272 | 265462 | 265462 | 148048 |
Largest Losing Trade | -24556 | -23480 | -24556 | -101212 | -74461 | -101212 |
Avg Bars in Trades | 64 | 58 | 71 | 64 | 58 | 71 |
Avg Bars in Winners | 98 | 94 | 101 | 98 | 94 | 101 |
Avg Bars in Losers | 39 | 35 | 44 | 39 | 35 | 44 |
Bars Traded | 19024 | 8632 | 10392 | 19024 | 8632 | 10392 |
Profit Streak | 0 | 0 | 496.827 | 0 | 0 | 496.827 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346854 | 248769 | -152842 | -65651 | -72896 | -200399 |
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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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