Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119564.4341 | 33907.5927 | 85656.8414 | 107079.7369 | -20948.9943 | 128028.7311 |
Total P&L (%) | 119.5644 | 33.9076 | 85.6568 | 107.0797 | -20.949 | 128.0287 |
Avg Daily Profit (%) | 0.2296 | 0.0651 | 0.1645 | 0.1399 | -0.0451 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52963 | -57194 | -28941 | -153344 | -148284 | -70178 |
Profit Factor | 1.2036 | 1.1055 | 1.3222 | 1.0944 | 0.968 | 1.2675 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 153 | 73 | 80 | 153 | 73 | 80 |
Losing Trades | 189 | 98 | 91 | 189 | 98 | 91 |
Profitability (%) | 44.7368 | 42.6901 | 46.7836 | 44.7368 | 42.6901 | 46.7836 |
Ratio Avg Win / Avg Loss | 1.4868 | 1.4841 | 1.5039 | 1.352 | 1.2995 | 1.4418 |
Largest Winning Trade | 24250 | 24250 | 22461 | 55625 | 55625 | 44287 |
Largest Losing Trade | -15242 | -13475 | -15242 | -34337 | -34337 | -25853 |
Avg Bars in Trades | 72 | 73 | 70 | 72 | 73 | 70 |
Avg Bars in Winners | 84 | 86 | 82 | 84 | 86 | 82 |
Avg Bars in Losers | 61 | 64 | 59 | 61 | 64 | 59 |
Bars Traded | 24632 | 12641 | 11991 | 24632 | 12641 | 11991 |
Profit Streak | 0 | 0 | 6.1424 | 0 | 0 | 6.1424 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 235474 | -216329 | 300106 | -123784 | -582182 | 246214 |
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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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