Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197541.2964 | 125035.2728 | 72506.0236 | 193147.3043 | 124686.8625 | 68460.4418 |
Total P&L (%) | 197.5413 | 125.0353 | 72.506 | 193.1473 | 124.6869 | 68.4604 |
Avg Daily Profit (%) | 0.3793 | 0.2401 | 0.1392 | 0.2067 | 0.1556 | 0.1002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86587 | -58745 | -41491 | -115451 | -74928 | -65721 |
Profit Factor | 1.274 | 1.354 | 1.1972 | 1.1889 | 1.2517 | 1.1299 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Losing Trades | 210 | 107 | 103 | 210 | 107 | 103 |
Profitability (%) | 42.7793 | 41.8478 | 43.7158 | 42.7793 | 41.8478 | 43.7158 |
Ratio Avg Win / Avg Loss | 1.7041 | 1.8815 | 1.5414 | 1.5903 | 1.7394 | 1.4548 |
Largest Winning Trade | 59232 | 59232 | 27193 | 130794 | 130794 | 48171 |
Largest Losing Trade | -18528 | -16260 | -18528 | -37847 | -23691 | -37847 |
Avg Bars in Trades | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Winners | 108 | 97 | 118 | 108 | 97 | 118 |
Avg Bars in Losers | 36 | 37 | 34 | 36 | 37 | 34 |
Bars Traded | 24618 | 11558 | 13060 | 24618 | 11558 | 13060 |
Profit Streak | 0 | 0 | 2.9347 | 0 | 0 | 2.9347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314334 | 221667 | -13490 | -5356 | 173156 | -140738 |
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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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