Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389615.9982 | 146749.193 | 242866.8052 | 520870.2512 | 286922.6357 | 233947.6155 |
Total P&L (%) | 389.616 | 146.7492 | 242.8668 | 520.8703 | 286.9226 | 233.9476 |
Avg Daily Profit (%) | 0.2614 | 0.0984 | 0.1629 | 0.1226 | 0.0908 | 0.0809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128469 | -143655 | -81687 | -137648 | -139849 | -133788 |
Profit Factor | 1.3236 | 1.2506 | 1.3928 | 1.2776 | 1.3434 | 1.2249 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 157 | 74 | 83 | 157 | 74 | 83 |
Losing Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Profitability (%) | 48.6068 | 45.679 | 51.5528 | 48.6068 | 45.679 | 51.5528 |
Ratio Avg Win / Avg Loss | 1.3995 | 1.4872 | 1.3089 | 1.3509 | 1.5975 | 1.1511 |
Largest Winning Trade | 44954 | 38901 | 44954 | 123886 | 92103 | 123886 |
Largest Losing Trade | -38700 | -32501 | -38700 | -80134 | -80134 | -76150 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4421 | 2165 | 2256 | 4421 | 2165 | 2256 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352762 | -62873 | 313998 | -27594 | -71377 | -84517 |
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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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