Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388584.6089 | 350448.4531 | 38136.1558 | 138024.2649 | 159131.1284 | -21106.8635 |
Total P&L (%) | 388.5846 | 350.4485 | 38.1362 | 138.0243 | 159.1311 | -21.1069 |
Avg Daily Profit (%) | 0.166 | 0.1497 | 0.0163 | 0.0371 | 0.0407 | -0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173778 | -93641 | -182100 | -390150 | -183595 | -303022 |
Profit Factor | 1.3171 | 1.6628 | 1.0547 | 1.0501 | 1.1343 | 0.9865 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 178 | 85 | 93 | 178 | 85 | 93 |
Losing Trades | 200 | 104 | 96 | 200 | 104 | 96 |
Profitability (%) | 47.0899 | 44.9735 | 49.2063 | 47.0899 | 44.9735 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.4799 | 2.0345 | 1.0888 | 1.1799 | 1.3878 | 1.0184 |
Largest Winning Trade | 104303 | 104303 | 59293 | 128784 | 128784 | 109312 |
Largest Losing Trade | -40384 | -37096 | -40384 | -148734 | -51732 | -148734 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 9289 | 4637 | 4652 | 9289 | 4637 | 4652 |
Profit Streak | 0 | 0 | 12.7238 | 0 | 0 | 12.7238 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311082 | 314750 | -332771 | -307662 | -212633 | -578095 |
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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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