Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427963.3003 | 310103.8725 | 117859.4278 | 149478.25 | 215528.104 | -66049.854 |
Total P&L (%) | 427.9633 | 310.1039 | 117.8594 | 149.4783 | 215.5281 | -66.0499 |
Avg Daily Profit (%) | 0.4206 | 0.3048 | 0.1158 | 0.0899 | 0.113 | -0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93490 | -125008 | -57273 | -469537 | -352056 | -320326 |
Profit Factor | 1.3166 | 1.4372 | 1.1835 | 1.0472 | 1.1344 | 0.9577 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 175 | 78 | 97 | 175 | 78 | 97 |
Losing Trades | 181 | 100 | 81 | 181 | 100 | 81 |
Profitability (%) | 49.1573 | 43.8202 | 54.4944 | 49.1573 | 43.8202 | 54.4944 |
Ratio Avg Win / Avg Loss | 1.3618 | 1.8426 | 0.9883 | 1.0831 | 1.4544 | 0.7998 |
Largest Winning Trade | 196495 | 196495 | 35100 | 293797 | 293797 | 82594 |
Largest Losing Trade | -44235 | -27483 | -44235 | -216539 | -78332 | -216539 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 4057 | 2024 | 2032 | 4057 | 2024 | 2032 |
Profit Streak | 0 | 0 | 12.2819 | 0 | 0 | 12.2819 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414118 | 316844 | -56884 | -239732 | -116549 | -578921 |
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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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