Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569042.1835 | 414678.8283 | 154363.3553 | 165778.2199 | 100085.6131 | 65692.6068 |
Total P&L (%) | 569.0422 | 414.6788 | 154.3634 | 165.7782 | 100.0856 | 65.6926 |
Avg Daily Profit (%) | 0.2991 | 0.218 | 0.0811 | 0.0514 | 0.0365 | 0.0265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143930 | -86539 | -274401 | -110467 | -37915 | -127653 |
Profit Factor | 1.3795 | 1.5666 | 1.2011 | 1.286 | 1.4104 | 1.1956 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 168 | 83 | 85 | 168 | 83 | 85 |
Losing Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Profitability (%) | 54.0193 | 53.2051 | 54.8387 | 54.0193 | 53.2051 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.1742 | 1.3779 | 0.9892 | 1.0946 | 1.2405 | 0.9846 |
Largest Winning Trade | 92660 | 92660 | 44490 | 78492 | 25297 | 78492 |
Largest Losing Trade | -79496 | -40434 | -79496 | -29918 | -19096 | -29918 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3776 | 1892 | 1884 | 3776 | 1892 | 1884 |
Profit Streak | 0 | 0 | 501.3932 | 0 | 0 | 501.3932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427670 | 375940 | -85064 | -121858 | -142475 | -162961 |
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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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