Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189353.548 | 128796.5653 | 60556.9826 | 162944.8355 | 96925.5633 | 66019.2722 |
Total P&L (%) | 189.3535 | 128.7966 | 60.557 | 162.9448 | 96.9256 | 66.0193 |
Avg Daily Profit (%) | 0.3636 | 0.2473 | 0.1163 | 0.1858 | 0.1302 | 0.0974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82792 | -68582 | -34097 | -356218 | -314505 | -119550 |
Profit Factor | 1.2746 | 1.3492 | 1.1887 | 1.0782 | 1.083 | 1.0721 |
Total Trades | 427 | 213 | 214 | 427 | 213 | 214 |
Winning Trades | 187 | 91 | 96 | 187 | 91 | 96 |
Losing Trades | 240 | 122 | 118 | 240 | 122 | 118 |
Profitability (%) | 43.7939 | 42.723 | 44.8598 | 43.7939 | 42.723 | 44.8598 |
Ratio Avg Win / Avg Loss | 1.6358 | 1.8089 | 1.4612 | 1.3838 | 1.452 | 1.3178 |
Largest Winning Trade | 84336 | 84336 | 28258 | 224406 | 224406 | 83846 |
Largest Losing Trade | -14309 | -11390 | -14309 | -81111 | -55321 | -81111 |
Avg Bars in Trades | 57 | 52 | 63 | 57 | 52 | 63 |
Avg Bars in Winners | 75 | 62 | 87 | 75 | 62 | 87 |
Avg Bars in Losers | 43 | 44 | 43 | 43 | 44 | 43 |
Bars Traded | 24609 | 11104 | 13505 | 24609 | 11104 | 13505 |
Profit Streak | 0 | 2.5017 | 0 | 0 | 2.5017 | 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 | 335092 | 182434 | -53325 | -127748 | -152876 | -206473 |
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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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