Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245362.7802 | 132110.5932 | 113252.187 | 544160.913 | 446684.5338 | 97476.3792 |
Total P&L (%) | 245.3628 | 132.1106 | 113.2522 | 544.1609 | 446.6845 | 97.4764 |
Avg Daily Profit (%) | 0.4711 | 0.2537 | 0.2174 | 0.3583 | 0.3267 | 0.1307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53930 | -28805 | -42906 | -342199 | -135038 | -240282 |
Profit Factor | 1.3771 | 1.4141 | 1.3414 | 1.2022 | 1.3467 | 1.0695 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 154 | 82 | 72 | 154 | 82 | 72 |
Losing Trades | 205 | 97 | 108 | 205 | 97 | 108 |
Profitability (%) | 42.8969 | 45.8101 | 40 | 42.8969 | 45.8101 | 40 |
Ratio Avg Win / Avg Loss | 1.8331 | 1.6728 | 2.0122 | 1.6004 | 1.593 | 1.6043 |
Largest Winning Trade | 31914 | 17655 | 31914 | 98162 | 85813 | 98162 |
Largest Losing Trade | -14789 | -8785 | -14789 | -47000 | -44943 | -47000 |
Avg Bars in Trades | 68 | 62 | 75 | 68 | 62 | 75 |
Avg Bars in Winners | 100 | 91 | 110 | 100 | 91 | 110 |
Avg Bars in Losers | 45 | 38 | 51 | 45 | 38 | 51 |
Bars Traded | 24769 | 11229 | 13541 | 24769 | 11229 | 13541 |
Profit Streak | 1.5348 | 4.4307 | 1.5348 | 1.5348 | 4.4307 | 1.5348 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290782 | 316858 | 95888 | 232609 | 324497 | -168012 |
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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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