Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172984.9889 | 81410.7696 | 91574.2193 | 69175.1901 | 131589.5741 | -62414.384 |
Total P&L (%) | 172.985 | 81.4108 | 91.5742 | 69.1752 | 131.5896 | -62.4144 |
Avg Daily Profit (%) | 0.1661 | 0.0782 | 0.0879 | 0.0505 | 0.0807 | -0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101063 | -40316 | -117536 | -301802 | -94974 | -385224 |
Profit Factor | 1.2096 | 1.2971 | 1.1661 | 1.0345 | 1.2042 | 0.9541 |
Total Trades | 445 | 223 | 222 | 445 | 223 | 222 |
Winning Trades | 239 | 118 | 121 | 239 | 118 | 121 |
Losing Trades | 206 | 105 | 101 | 206 | 105 | 101 |
Profitability (%) | 53.7079 | 52.9148 | 54.5045 | 53.7079 | 52.9148 | 54.5045 |
Ratio Avg Win / Avg Loss | 1.0426 | 1.1542 | 0.9734 | 0.8917 | 1.0715 | 0.7964 |
Largest Winning Trade | 22982 | 17303 | 22982 | 61338 | 31203 | 61338 |
Largest Losing Trade | -55121 | -14218 | -55121 | -165263 | -43712 | -165263 |
Avg Bars in Trades | 55 | 28 | 82 | 55 | 28 | 82 |
Avg Bars in Winners | 52 | 27 | 77 | 52 | 27 | 77 |
Avg Bars in Losers | 59 | 30 | 89 | 59 | 30 | 89 |
Bars Traded | 24813 | 6429 | 18384 | 24813 | 6429 | 18384 |
Profit Streak | 0 | 0 | 2.0538 | 0 | 0 | 2.0538 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348077 | -87267 | -115453 | -306954 | -84503 | -581155 |
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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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