Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537306.8834 | 424912.3808 | 112394.5026 | 243526.4184 | 125531.3102 | 117995.1082 |
Total P&L (%) | 537.3069 | 424.9124 | 112.3945 | 243.5264 | 125.5313 | 117.9951 |
Avg Daily Profit (%) | 0.3337 | 0.2639 | 0.0698 | 0.0767 | 0.0505 | 0.0484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146239 | -136008 | -80508 | -117777 | -144393 | -98192 |
Profit Factor | 1.572 | 1.8884 | 1.2437 | 1.2458 | 1.2504 | 1.2411 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 38.3784 | 32.2581 | 44.5652 | 38.3784 | 32.2581 | 44.5652 |
Ratio Avg Win / Avg Loss | 2.524 | 3.9656 | 1.5471 | 2.0003 | 2.6258 | 1.5438 |
Largest Winning Trade | 304021 | 304021 | 37673 | 134852 | 134852 | 52883 |
Largest Losing Trade | -32152 | -24573 | -32152 | -45075 | -27905 | -45075 |
Avg Bars in Trades | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3193 | 1556 | 1637 | 3193 | 1556 | 1637 |
Profit Streak | 0 | 0 | 141.1731 | 0 | 0 | 141.1731 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315528 | 173682 | -99573 | -92974 | -131471 | -128115 |
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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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