Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373398.0731 | 223712.7362 | 149685.3369 | 236925.458 | 184654.8647 | 52270.5933 |
Total P&L (%) | 373.3981 | 223.7127 | 149.6853 | 236.9255 | 184.6549 | 52.2706 |
Avg Daily Profit (%) | 0.2217 | 0.1328 | 0.0889 | 0.0721 | 0.0621 | 0.025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243073 | -194112 | -161004 | -111023 | -56423 | -97037 |
Profit Factor | 1.2398 | 1.2898 | 1.1906 | 1.2582 | 1.4 | 1.1147 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 226 | 110 | 116 | 226 | 110 | 116 |
Losing Trades | 318 | 162 | 156 | 318 | 162 | 156 |
Profitability (%) | 41.5441 | 40.4412 | 42.6471 | 41.5441 | 40.4412 | 42.6471 |
Ratio Avg Win / Avg Loss | 1.7444 | 1.8995 | 1.6011 | 1.7704 | 2.0618 | 1.499 |
Largest Winning Trade | 91641 | 91641 | 39561 | 90018 | 90018 | 45995 |
Largest Losing Trade | -23519 | -21936 | -23519 | -37923 | -25607 | -37923 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 6732 | 3227 | 3505 | 6732 | 3227 | 3505 |
Profit Streak | 0 | 0 | 20.3334 | 0 | 0 | 20.3334 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304749 | -17144 | -84326 | -95838 | -110732 | -255341 |
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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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