Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320549.4053 | 310404.8039 | 10144.6014 | 32444.4335 | 25922.687 | 6521.7465 |
Total P&L (%) | 320.5494 | 310.4048 | 10.1446 | 32.4444 | 25.9227 | 6.5217 |
Avg Daily Profit (%) | 0.1713 | 0.1659 | 0.0054 | 0.015 | 0.0123 | 0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83056 | -88743 | -114542 | -179599 | -164014 | -138364 |
Profit Factor | 1.3145 | 1.5938 | 1.0204 | 1.0183 | 1.0277 | 1.0078 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 151 | 73 | 78 | 151 | 73 | 78 |
Losing Trades | 180 | 93 | 87 | 180 | 93 | 87 |
Profitability (%) | 45.6193 | 43.9759 | 47.2727 | 45.6193 | 43.9759 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.567 | 2.0305 | 1.1382 | 1.2139 | 1.3093 | 1.1241 |
Largest Winning Trade | 228339 | 228339 | 58866 | 147677 | 147677 | 79947 |
Largest Losing Trade | -32061 | -29851 | -32061 | -63491 | -34109 | -63491 |
Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Winners | 46 | 37 | 54 | 46 | 37 | 54 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 10862 | 4633 | 6229 | 10862 | 4633 | 6229 |
Profit Streak | 0 | 0 | 24.4321 | 0 | 0 | 24.4321 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312720 | 308481 | -545112 | -376017 | -371656 | -566223 |
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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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