Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357666.4968 | 273715.0668 | 83951.4301 | 328614.7906 | 244558.8968 | 84055.8938 |
Total P&L (%) | 357.6665 | 273.7151 | 83.9514 | 328.6148 | 244.5589 | 84.0559 |
Avg Daily Profit (%) | 0.2945 | 0.2254 | 0.0691 | 0.1199 | 0.1019 | 0.0503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72282 | -61254 | -81408 | -184164 | -199326 | -221070 |
Profit Factor | 1.29 | 1.4437 | 1.1362 | 1.1223 | 1.1891 | 1.0603 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Losing Trades | 198 | 98 | 100 | 198 | 98 | 100 |
Profitability (%) | 44.2254 | 44.9438 | 43.5028 | 44.2254 | 44.9438 | 43.5028 |
Ratio Avg Win / Avg Loss | 1.6269 | 1.7686 | 1.4756 | 1.4154 | 1.4566 | 1.377 |
Largest Winning Trade | 71682 | 71682 | 25167 | 76776 | 76776 | 73783 |
Largest Losing Trade | -39843 | -39843 | -28463 | -78115 | -56807 | -78115 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 3615 | 1807 | 1808 | 3615 | 1807 | 1808 |
Profit Streak | 0 | 0 | 9.7807 | 0 | 0 | 9.7807 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340244 | 309592 | -172550 | -119037 | -70764 | -281209 |
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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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