Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367658.9702 | 295214.9933 | 72443.9769 | 69755.3203 | 225452.9021 | -155697.5817 |
Total P&L (%) | 367.659 | 295.215 | 72.444 | 69.7553 | 225.4529 | -155.6976 |
Avg Daily Profit (%) | 0.1908 | 0.1532 | 0.0376 | 0.0275 | 0.0613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141215 | -92592 | -107627 | -1092896 | -537521 | -720233 |
Profit Factor | 1.2971 | 1.4856 | 1.1151 | 1.0124 | 1.0765 | 0.9419 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 171 | 81 | 90 | 171 | 81 | 90 |
Losing Trades | 201 | 105 | 96 | 201 | 105 | 96 |
Profitability (%) | 45.9677 | 43.5484 | 48.3871 | 45.9677 | 43.5484 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.5247 | 1.9258 | 1.1894 | 1.19 | 1.3954 | 1.0047 |
Largest Winning Trade | 146332 | 146332 | 54843 | 451668 | 451668 | 282569 |
Largest Losing Trade | -28516 | -28516 | -28130 | -207928 | -207928 | -147939 |
Avg Bars in Trades | 60 | 46 | 74 | 60 | 46 | 74 |
Avg Bars in Winners | 76 | 60 | 92 | 76 | 60 | 92 |
Avg Bars in Losers | 46 | 36 | 58 | 46 | 36 | 58 |
Bars Traded | 22597 | 8733 | 13863 | 22597 | 8733 | 13863 |
Profit Streak | 0 | 14.3473 | 0 | 0 | 14.3473 | 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 | 327484 | 289899 | -236795 | -362715 | -249045 | -579320 |
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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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