Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165061.8819 | 101697.4718 | 63364.41 | 152424.5104 | 147893.4938 | 4531.0166 |
Total P&L (%) | 165.0619 | 101.6975 | 63.3644 | 152.4245 | 147.8935 | 4.531 |
Avg Daily Profit (%) | 0.286 | 0.1762 | 0.1098 | 0.1606 | 0.1574 | 0.0077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69900 | -59970 | -75103 | -298386 | -233050 | -258572 |
Profit Factor | 1.2855 | 1.3235 | 1.2401 | 1.0872 | 1.1571 | 1.0056 |
Total Trades | 405 | 203 | 202 | 405 | 203 | 202 |
Winning Trades | 186 | 96 | 90 | 186 | 96 | 90 |
Losing Trades | 219 | 107 | 112 | 219 | 107 | 112 |
Profitability (%) | 45.9259 | 47.2906 | 44.5545 | 45.9259 | 47.2906 | 44.5545 |
Ratio Avg Win / Avg Loss | 1.5135 | 1.4751 | 1.5433 | 1.28 | 1.2897 | 1.2514 |
Largest Winning Trade | 46491 | 46491 | 24172 | 151439 | 151439 | 57645 |
Largest Losing Trade | -27790 | -23452 | -27790 | -116714 | -116714 | -95680 |
Avg Bars in Trades | 32 | 26 | 39 | 32 | 26 | 39 |
Avg Bars in Winners | 40 | 28 | 52 | 40 | 28 | 52 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 13298 | 5348 | 7949 | 13298 | 5348 | 7949 |
Profit Streak | 0 | 0 | 492.6894 | 0 | 0 | 492.6894 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345775 | 251508 | -47438 | -117227 | -41067 | -564123 |
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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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