Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435045.811 | 387474.8624 | 47570.9487 | 53421.4591 | 3230.3418 | 50191.1173 |
Total P&L (%) | 435.0458 | 387.4749 | 47.5709 | 53.4215 | 3.2303 | 50.1911 |
Avg Daily Profit (%) | 0.1855 | 0.1652 | 0.0203 | 0.0183 | 0.0014 | 0.0173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156259 | -88132 | -223528 | -125085 | -106422 | -75651 |
Profit Factor | 1.2966 | 1.5454 | 1.0629 | 1.0581 | 1.0063 | 1.1247 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 204 | 100 | 104 | 204 | 100 | 104 |
Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Profitability (%) | 58.1197 | 56.8182 | 59.4286 | 58.1197 | 56.8182 | 59.4286 |
Ratio Avg Win / Avg Loss | 0.9343 | 1.1745 | 0.7256 | 0.7625 | 0.7648 | 0.7678 |
Largest Winning Trade | 50217 | 43809 | 50217 | 39898 | 39898 | 36344 |
Largest Losing Trade | -78560 | -52356 | -78560 | -52156 | -48877 | -52156 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 4686 | 2401 | 2285 | 4686 | 2401 | 2285 |
Profit Streak | 0 | 0 | 29.9182 | 0 | 0 | 29.9182 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326130 | 375659 | -317911 | -324668 | -570562 | -253664 |
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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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