Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112704.296 | 59221.1014 | 53483.1945 | 130880.0058 | 106237.8628 | 24642.143 |
Total P&L (%) | 112.7043 | 59.2211 | 53.4832 | 130.88 | 106.2379 | 24.6421 |
Avg Daily Profit (%) | 0.4328 | 0.2274 | 0.2054 | 0.3218 | 0.2783 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80968 | -31642 | -67834 | -316563 | -145186 | -257748 |
Profit Factor | 1.219 | 1.2128 | 1.2263 | 1.0848 | 1.1355 | 1.0325 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 223 | 109 | 114 | 223 | 109 | 114 |
Losing Trades | 219 | 112 | 107 | 219 | 112 | 107 |
Profitability (%) | 50.4525 | 49.3213 | 51.5837 | 50.4525 | 49.3213 | 51.5837 |
Ratio Avg Win / Avg Loss | 1.1971 | 1.2462 | 1.151 | 1.0654 | 1.1667 | 0.9691 |
Largest Winning Trade | 11274 | 10482 | 11274 | 34929 | 34929 | 27908 |
Largest Losing Trade | -13779 | -13669 | -13779 | -52277 | -50075 | -52277 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 59 | 58 | 60 | 59 | 58 | 60 |
Bars Traded | 24565 | 12076 | 12489 | 24565 | 12076 | 12489 |
Profit Streak | 0 | 3.0684 | 0 | 0 | 3.0684 | 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 | 366221 | 163655 | 201959 | -117557 | -65334 | -270815 |
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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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