Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171202.989 | 58566.7739 | 112636.2152 | 236963.1395 | 118784.6177 | 118178.5217 |
Total P&L (%) | 171.203 | 58.5668 | 112.6362 | 236.9631 | 118.7846 | 118.1785 |
Avg Daily Profit (%) | 0.6574 | 0.2249 | 0.4325 | 0.4676 | 0.3011 | 0.3 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127436 | -80158 | -64506 | -904841 | -607975 | -407585 |
Profit Factor | 1.2783 | 1.1744 | 1.4033 | 1.067 | 1.0624 | 1.0723 |
Total Trades | 455 | 227 | 228 | 455 | 227 | 228 |
Winning Trades | 193 | 93 | 100 | 193 | 93 | 100 |
Losing Trades | 262 | 134 | 128 | 262 | 134 | 128 |
Profitability (%) | 42.4176 | 40.9692 | 43.8596 | 42.4176 | 40.9692 | 43.8596 |
Ratio Avg Win / Avg Loss | 1.7353 | 1.6921 | 1.7962 | 1.4485 | 1.5308 | 1.3725 |
Largest Winning Trade | 51428 | 28605 | 51428 | 122222 | 96965 | 122222 |
Largest Losing Trade | -11493 | -11291 | -11493 | -87437 | -87437 | -56832 |
Avg Bars in Trades | 54 | 53 | 54 | 54 | 53 | 54 |
Avg Bars in Winners | 73 | 75 | 72 | 73 | 75 | 72 |
Avg Bars in Losers | 40 | 38 | 41 | 40 | 38 | 41 |
Bars Traded | 24759 | 12235 | 12524 | 24759 | 12235 | 12524 |
Profit Streak | 0 | 4.0967 | 0 | 0 | 4.0967 | 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 | 382563 | -24922 | 298396 | -138898 | -146663 | -135673 |
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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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