Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399848.0871 | 510588.4793 | -110740.3922 | -96459.3428 | -14757.339 | -81702.0038 |
Total P&L (%) | 399.8481 | 510.5885 | -110.7404 | -96.4593 | -14.7573 | -81.702 |
Avg Daily Profit (%) | 0.1727 | 0.2205 | -0.0478 | -0.1442 | -0.0069 | -0.0733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242471 | -203439 | -328580 | -166225 | -113786 | -177773 |
Profit Factor | 1.2141 | 1.5641 | 0.8849 | 0.8626 | 0.956 | 0.7771 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 153 | 75 | 78 | 153 | 75 | 78 |
Losing Trades | 191 | 97 | 94 | 191 | 97 | 94 |
Profitability (%) | 44.4767 | 43.6047 | 45.3488 | 44.4767 | 43.6047 | 45.3488 |
Ratio Avg Win / Avg Loss | 1.5157 | 2.0229 | 1.0664 | 1.0768 | 1.2364 | 0.9365 |
Largest Winning Trade | 275177 | 275177 | 62484 | 95368 | 95368 | 40166 |
Largest Losing Trade | -79326 | -32747 | -79326 | -49893 | -39144 | -49893 |
Avg Bars in Trades | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Winners | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 13721 | 7027 | 6693 | 13721 | 7027 | 6693 |
Profit Streak | 0 | 0 | 18.5321 | 0 | 0 | 18.5321 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277501 | 319680 | -580012 | -579460 | -581253 | -581679 |
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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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