Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433717.742 | 420228.8418 | 13488.9002 | 3045.7948 | 136911.9437 | -133866.1489 |
Total P&L (%) | 433.7177 | 420.2288 | 13.4889 | 3.0458 | 136.9119 | -133.8661 |
Avg Daily Profit (%) | 0.1729 | 0.1675 | 0.0054 | 0.0012 | 0.0344 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117514 | -118055 | -86541 | -245156 | -172719 | -173077 |
Profit Factor | 1.3604 | 1.6609 | 1.0238 | 1.0021 | 1.1866 | 0.8068 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Losing Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Profitability (%) | 46.2236 | 46.0606 | 46.3855 | 46.2236 | 46.0606 | 46.3855 |
Ratio Avg Win / Avg Loss | 1.5827 | 1.945 | 1.1833 | 1.1659 | 1.3895 | 0.9325 |
Largest Winning Trade | 354013 | 354013 | 60444 | 238162 | 238162 | 52342 |
Largest Losing Trade | -34109 | -34109 | -32647 | -73207 | -73207 | -68345 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 9821 | 4123 | 5698 | 9821 | 4123 | 5698 |
Profit Streak | 0 | 11.3112 | 0 | 0 | 11.3112 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341764 | 366462 | -438351 | -574628 | -162563 | -581869 |
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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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