Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450134.5731 | 409025.5939 | 41108.9792 | 80287.143 | 277926.7007 | -197639.5577 |
Total P&L (%) | 450.1346 | 409.0256 | 41.109 | 80.2871 | 277.9267 | -197.6396 |
Avg Daily Profit (%) | 0.236 | 0.2145 | 0.0216 | 0.0309 | 0.0697 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170551 | -152631 | -131222 | -540123 | -301335 | -331105 |
Profit Factor | 1.292 | 1.5968 | 1.048 | 1.025 | 1.1999 | 0.8912 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Losing Trades | 165 | 80 | 85 | 165 | 80 | 85 |
Profitability (%) | 44.4444 | 46.3087 | 42.5676 | 44.4444 | 46.3087 | 42.5676 |
Ratio Avg Win / Avg Loss | 1.615 | 1.8514 | 1.414 | 1.2813 | 1.3912 | 1.2025 |
Largest Winning Trade | 162667 | 162667 | 38897 | 185314 | 185314 | 91534 |
Largest Losing Trade | -41220 | -22677 | -41220 | -195198 | -127933 | -195198 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3751 | 1750 | 2001 | 3751 | 1750 | 2001 |
Profit Streak | 0 | 0 | 34.8797 | 0 | 0 | 34.8797 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314843 | 339702 | -335691 | -344915 | -101790 | -580894 |
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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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