Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207644.9797 | 83670.2259 | 123974.7538 | 351900.3851 | 88518.0851 | 263382.3 |
Total P&L (%) | 207.645 | 83.6702 | 123.9748 | 351.9004 | 88.5181 | 263.3823 |
Avg Daily Profit (%) | 0.3987 | 0.1606 | 0.238 | 0.29 | 0.1218 | 0.248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46231 | -31208 | -41465 | -253774 | -164040 | -194927 |
Profit Factor | 1.4443 | 1.4018 | 1.4784 | 1.2268 | 1.1225 | 1.3178 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 148 | 72 | 76 | 148 | 72 | 76 |
Losing Trades | 189 | 97 | 92 | 189 | 97 | 92 |
Profitability (%) | 43.9169 | 42.6036 | 45.2381 | 43.9169 | 42.6036 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.8444 | 1.8886 | 1.7897 | 1.5667 | 1.5123 | 1.5952 |
Largest Winning Trade | 37439 | 32997 | 37439 | 144066 | 144066 | 92407 |
Largest Losing Trade | -11091 | -11091 | -10288 | -55372 | -46749 | -55372 |
Avg Bars in Trades | 73 | 51 | 94 | 73 | 51 | 94 |
Avg Bars in Winners | 124 | 86 | 159 | 124 | 86 | 159 |
Avg Bars in Losers | 33 | 25 | 41 | 33 | 25 | 41 |
Bars Traded | 24623 | 8676 | 15947 | 24623 | 8676 | 15947 |
Profit Streak | 0 | 0 | 3.2772 | 0 | 0 | 3.2772 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368054 | 215517 | 260958 | 286774 | -118155 | 228691 |
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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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