Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215143.092 | 133188.3208 | 81954.7712 | 275329.7569 | 152531.2608 | 122798.4961 |
Total P&L (%) | 215.1431 | 133.1883 | 81.9548 | 275.3298 | 152.5313 | 122.7985 |
Avg Daily Profit (%) | 0.3728 | 0.2308 | 0.142 | 0.2295 | 0.1607 | 0.1389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61962 | -55194 | -40059 | -167096 | -162277 | -118034 |
Profit Factor | 1.345 | 1.3977 | 1.2839 | 1.1714 | 1.1721 | 1.1706 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 205 | 105 | 100 | 205 | 105 | 100 |
Losing Trades | 228 | 112 | 116 | 228 | 112 | 116 |
Profitability (%) | 47.3441 | 48.3871 | 46.2963 | 47.3441 | 48.3871 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.4959 | 1.4909 | 1.4893 | 1.3028 | 1.2502 | 1.3579 |
Largest Winning Trade | 72382 | 72382 | 30582 | 104753 | 104409 | 104753 |
Largest Losing Trade | -20057 | -20057 | -13968 | -65071 | -65071 | -39957 |
Avg Bars in Trades | 30 | 25 | 36 | 30 | 25 | 36 |
Avg Bars in Winners | 33 | 25 | 42 | 33 | 25 | 42 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 13292 | 5466 | 7826 | 13292 | 5466 | 7826 |
Profit Streak | 0 | 0 | 486.3827 | 0 | 0 | 486.3827 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370701 | 302609 | -3761 | -23263 | -24111 | -40768 |
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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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