Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463577.5318 | 433335.2765 | 30242.2553 | 186738.175 | 128987.0776 | 57751.0974 |
Total P&L (%) | 463.5775 | 433.3353 | 30.2423 | 186.7382 | 128.9871 | 57.7511 |
Avg Daily Profit (%) | 0.1853 | 0.1732 | 0.0121 | 0.0421 | 0.0331 | 0.0182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110212 | -96946 | -108850 | -621894 | -541127 | -306634 |
Profit Factor | 1.337 | 1.6026 | 1.0461 | 1.0442 | 1.0539 | 1.0315 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 157 | 75 | 82 | 157 | 75 | 82 |
Losing Trades | 182 | 95 | 87 | 182 | 95 | 87 |
Profitability (%) | 46.3127 | 44.1176 | 48.5207 | 46.3127 | 44.1176 | 48.5207 |
Ratio Avg Win / Avg Loss | 1.5499 | 2.03 | 1.1098 | 1.2105 | 1.335 | 1.0944 |
Largest Winning Trade | 148680 | 148680 | 44861 | 317145 | 317145 | 132647 |
Largest Losing Trade | -39418 | -34100 | -39418 | -188546 | -188546 | -124335 |
Avg Bars in Trades | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 7186 | 3564 | 3621 | 7186 | 3564 | 3621 |
Profit Streak | 0 | 0 | 35.7703 | 0 | 0 | 35.7703 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343184 | 315024 | -349063 | -307931 | -311521 | -354605 |
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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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