Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231745.3246 | 135360.11 | 96385.2147 | 494999.0902 | 398308.2548 | 96690.8354 |
Total P&L (%) | 231.7453 | 135.3601 | 96.3852 | 494.9991 | 398.3083 | 96.6908 |
Avg Daily Profit (%) | 0.445 | 0.2599 | 0.1851 | 0.343 | 0.3088 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40678 | -23562 | -38994 | -197983 | -89637 | -203008 |
Profit Factor | 1.3967 | 1.4562 | 1.3353 | 1.2168 | 1.362 | 1.0817 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 139 | 73 | 66 | 139 | 73 | 66 |
Losing Trades | 188 | 90 | 98 | 188 | 90 | 98 |
Profitability (%) | 42.5076 | 44.7853 | 40.2439 | 42.5076 | 44.7853 | 40.2439 |
Ratio Avg Win / Avg Loss | 1.8891 | 1.7953 | 1.9828 | 1.6457 | 1.6791 | 1.6062 |
Largest Winning Trade | 27749 | 26137 | 27749 | 92748 | 86254 | 92748 |
Largest Losing Trade | -8529 | -8529 | -8063 | -44178 | -39729 | -44178 |
Avg Bars in Trades | 75 | 70 | 81 | 75 | 70 | 81 |
Avg Bars in Winners | 115 | 109 | 123 | 115 | 109 | 123 |
Avg Bars in Losers | 46 | 38 | 53 | 46 | 38 | 53 |
Bars Traded | 24835 | 11466 | 13368 | 24835 | 11466 | 13368 |
Profit Streak | 0 | 7.1048 | 0 | 0 | 7.1048 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350215 | 328870 | 174423 | 279256 | 323193 | -153084 |
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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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