Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221711.802 | 96476.904 | 125234.8981 | 498212.0878 | 246480.9631 | 251731.1247 |
Total P&L (%) | 221.7118 | 96.4769 | 125.2349 | 498.2121 | 246.481 | 251.7311 |
Avg Daily Profit (%) | 0.4257 | 0.1852 | 0.2405 | 0.344 | 0.2389 | 0.2418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27305 | -35615 | -36252 | -159821 | -119541 | -114679 |
Profit Factor | 1.5504 | 1.493 | 1.6047 | 1.3615 | 1.3758 | 1.3485 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 172 | 89 | 83 | 172 | 89 | 83 |
Profitability (%) | 37.9061 | 35.5072 | 40.2878 | 37.9061 | 35.5072 | 40.2878 |
Ratio Avg Win / Avg Loss | 2.5397 | 2.7117 | 2.3783 | 2.2302 | 2.4988 | 1.9986 |
Largest Winning Trade | 34629 | 34629 | 22550 | 108119 | 108119 | 66437 |
Largest Losing Trade | -8829 | -5669 | -8829 | -39441 | -34186 | -39441 |
Avg Bars in Trades | 89 | 91 | 86 | 89 | 91 | 86 |
Avg Bars in Winners | 151 | 155 | 148 | 151 | 155 | 148 |
Avg Bars in Losers | 50 | 56 | 44 | 50 | 56 | 44 |
Bars Traded | 24676 | 12676 | 12000 | 24676 | 12676 | 12000 |
Profit Streak | 0 | 6.9899 | 0 | 0 | 6.9899 | 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 | 304276 | 149757 | 233011 | 237588 | 140478 | 177755 |
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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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