Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162888.8412 | 48065.2217 | 114823.6196 | 168340.9058 | 32728.9047 | 135612.0011 |
Total P&L (%) | 162.8888 | 48.0652 | 114.8236 | 168.3409 | 32.7289 | 135.612 |
Avg Daily Profit (%) | 0.3127 | 0.0923 | 0.2205 | 0.1897 | 0.0544 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58281 | -67559 | -45565 | -103801 | -85761 | -51640 |
Profit Factor | 1.2105 | 1.1189 | 1.3107 | 1.1634 | 1.0608 | 1.2755 |
Total Trades | 551 | 275 | 276 | 551 | 275 | 276 |
Winning Trades | 265 | 114 | 151 | 265 | 114 | 151 |
Losing Trades | 286 | 161 | 125 | 286 | 161 | 125 |
Profitability (%) | 48.0944 | 41.4545 | 54.7101 | 48.0944 | 41.4545 | 54.7101 |
Ratio Avg Win / Avg Loss | 1.3065 | 1.5803 | 1.085 | 1.2556 | 1.4982 | 1.0559 |
Largest Winning Trade | 24979 | 24979 | 23278 | 44447 | 44447 | 34199 |
Largest Losing Trade | -13576 | -13576 | -12892 | -23556 | -23556 | -20798 |
Avg Bars in Trades | 44 | 43 | 46 | 44 | 43 | 46 |
Avg Bars in Winners | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 24688 | 11930 | 12758 | 24688 | 11930 | 12758 |
Profit Streak | 0 | 2.6204 | 0 | 0 | 2.6204 | 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 | 348874 | -164354 | 319496 | -31677 | -281295 | 294607 |
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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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