Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335306.3968 | 242858.9795 | 92447.4174 | 275354.3535 | 66293.5375 | 209060.816 |
Total P&L (%) | 335.3064 | 242.859 | 92.4474 | 275.3544 | 66.2935 | 209.0608 |
Avg Daily Profit (%) | 0.3219 | 0.2331 | 0.0887 | 0.1271 | 0.0488 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131829 | -106574 | -93534 | -326605 | -213592 | -187961 |
Profit Factor | 1.3179 | 1.4593 | 1.1758 | 1.1163 | 1.0538 | 1.1842 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 161 | 73 | 88 | 161 | 73 | 88 |
Losing Trades | 187 | 101 | 86 | 187 | 101 | 86 |
Profitability (%) | 46.2644 | 41.954 | 50.5747 | 46.2644 | 41.954 | 50.5747 |
Ratio Avg Win / Avg Loss | 1.5307 | 2.0191 | 1.149 | 1.2966 | 1.458 | 1.1573 |
Largest Winning Trade | 102282 | 102282 | 27503 | 193646 | 193646 | 74278 |
Largest Losing Trade | -28543 | -21563 | -28543 | -111475 | -111475 | -89113 |
Avg Bars in Trades | 70 | 80 | 60 | 70 | 80 | 60 |
Avg Bars in Winners | 84 | 91 | 78 | 84 | 91 | 78 |
Avg Bars in Losers | 58 | 72 | 41 | 58 | 72 | 41 |
Bars Traded | 24479 | 13934 | 10546 | 24479 | 13934 | 10546 |
Profit Streak | 0 | 0 | 17.9121 | 0 | 0 | 17.9121 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372024 | 262790 | -100176 | -115573 | -292040 | -64682 |
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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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