Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354402.905 | 300802.7273 | 53600.1777 | 170544.3751 | 67226.7976 | 103317.5775 |
Total P&L (%) | 354.4029 | 300.8027 | 53.6002 | 170.5444 | 67.2268 | 103.3176 |
Avg Daily Profit (%) | 0.3402 | 0.2888 | 0.0515 | 0.0956 | 0.0494 | 0.0681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69490 | -72421 | -16842 | -250083 | -267577 | -53659 |
Profit Factor | 1.7055 | 1.8203 | 1.3952 | 1.1671 | 1.0886 | 1.3949 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 44.8649 | 42.3913 | 47.3118 | 44.8649 | 42.3913 | 47.3118 |
Ratio Avg Win / Avg Loss | 2.0959 | 2.4737 | 1.5537 | 1.4342 | 1.4793 | 1.5534 |
Largest Winning Trade | 311510 | 311510 | 17350 | 315989 | 315989 | 54699 |
Largest Losing Trade | -26925 | -26925 | -12988 | -127103 | -127103 | -26761 |
Avg Bars in Trades | 132 | 232 | 34 | 132 | 232 | 34 |
Avg Bars in Winners | 155 | 289 | 36 | 155 | 289 | 36 |
Avg Bars in Losers | 114 | 190 | 32 | 114 | 190 | 32 |
Bars Traded | 24589 | 21393 | 3197 | 24589 | 21393 | 3197 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396837 | 308368 | -124866 | -103121 | -253536 | -101524 |
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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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