Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216467.836 | 145182.5023 | 71285.3337 | 346738.0234 | 287859.3736 | 58878.6498 |
Total P&L (%) | 216.4678 | 145.1825 | 71.2853 | 346.738 | 287.8594 | 58.8787 |
Avg Daily Profit (%) | 0.4156 | 0.2788 | 0.1369 | 0.2878 | 0.2606 | 0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58667 | -29473 | -53399 | -347828 | -86736 | -315151 |
Profit Factor | 1.5548 | 1.7103 | 1.3837 | 1.2931 | 1.4997 | 1.097 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Profitability (%) | 41.6404 | 41.1392 | 42.1384 | 41.6404 | 41.1392 | 42.1384 |
Ratio Avg Win / Avg Loss | 2.1791 | 2.447 | 1.9 | 1.8123 | 2.1458 | 1.5063 |
Largest Winning Trade | 60106 | 60106 | 31965 | 213362 | 213362 | 179305 |
Largest Losing Trade | -13877 | -9013 | -13877 | -40637 | -36660 | -40637 |
Avg Bars in Trades | 77 | 74 | 80 | 77 | 74 | 80 |
Avg Bars in Winners | 133 | 123 | 143 | 133 | 123 | 143 |
Avg Bars in Losers | 37 | 40 | 34 | 37 | 40 | 34 |
Bars Traded | 24591 | 11769 | 12822 | 24591 | 11769 | 12822 |
Profit Streak | 7.6665 | 0 | 9.0831 | 7.6665 | 0 | 9.0831 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386332 | 280546 | -10365 | 289432 | 245239 | -189440 |
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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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