Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478390.0314 | 340440.5515 | 137949.4799 | 92831.797 | 117096.0274 | -24264.2304 |
Total P&L (%) | 478.39 | 340.4406 | 137.9495 | 92.8318 | 117.096 | -24.2642 |
Avg Daily Profit (%) | 0.2528 | 0.1799 | 0.0729 | 0.0347 | 0.041 | -0.0147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171033 | -134378 | -72614 | -359515 | -264151 | -186187 |
Profit Factor | 1.2979 | 1.4065 | 1.1796 | 1.0277 | 1.0667 | 0.9848 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 189 | 91 | 98 | 189 | 91 | 98 |
Losing Trades | 172 | 89 | 83 | 172 | 89 | 83 |
Profitability (%) | 52.3546 | 50.5556 | 54.1436 | 52.3546 | 50.5556 | 54.1436 |
Ratio Avg Win / Avg Loss | 1.1812 | 1.3755 | 0.999 | 0.9352 | 1.0432 | 0.8341 |
Largest Winning Trade | 145962 | 145962 | 50072 | 240331 | 240331 | 76058 |
Largest Losing Trade | -49879 | -38182 | -49879 | -149095 | -149095 | -113273 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 11324 | 5663 | 5661 | 11324 | 5663 | 5661 |
Profit Streak | 18.6768 | 24.0102 | 18.6768 | 18.6768 | 24.0102 | 18.6768 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410469 | 330757 | -118771 | -335013 | -284336 | -579287 |
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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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