Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390885.9585 | 334303.4615 | 56582.497 | 80450.3217 | 68942.3014 | 11508.0203 |
Total P&L (%) | 390.886 | 334.3035 | 56.5825 | 80.4503 | 68.9423 | 11.508 |
Avg Daily Profit (%) | 0.1877 | 0.1605 | 0.0272 | 0.0283 | 0.0252 | 0.0052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160284 | -87349 | -129659 | -196136 | -106453 | -195961 |
Profit Factor | 1.286 | 1.482 | 1.084 | 1.0526 | 1.0845 | 1.0161 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 174 | 86 | 88 | 174 | 86 | 88 |
Losing Trades | 165 | 84 | 81 | 165 | 84 | 81 |
Profitability (%) | 51.3274 | 50.5882 | 52.071 | 51.3274 | 50.5882 | 52.071 |
Ratio Avg Win / Avg Loss | 1.2194 | 1.4476 | 0.9978 | 0.9982 | 1.0593 | 0.9353 |
Largest Winning Trade | 83567 | 83567 | 27403 | 75261 | 75261 | 29045 |
Largest Losing Trade | -58853 | -47961 | -58853 | -159590 | -53790 | -159590 |
Avg Bars in Trades | 73 | 77 | 68 | 73 | 77 | 68 |
Avg Bars in Winners | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Losers | 63 | 71 | 54 | 63 | 71 | 54 |
Bars Traded | 24751 | 13148 | 11603 | 24751 | 13148 | 11603 |
Profit Streak | 0 | 0 | 24.7528 | 0 | 0 | 24.7528 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340510 | 320079 | -286095 | -317392 | -286426 | -508011 |
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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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