Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310966.7868 | 81002.5596 | 229964.2271 | 301049.2837 | -80415.9293 | 381465.213 |
Total P&L (%) | 310.9668 | 81.0026 | 229.9642 | 301.0493 | -80.4159 | 381.4652 |
Avg Daily Profit (%) | 0.2407 | 0.0627 | 0.178 | 0.1076 | -0.1261 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171106 | -122679 | -107774 | -728732 | -392509 | -513601 |
Profit Factor | 1.395 | 1.1875 | 1.6472 | 1.0933 | 0.9528 | 1.2504 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 44.8087 | 42.3913 | 47.2527 | 44.8087 | 42.3913 | 47.2527 |
Ratio Avg Win / Avg Loss | 1.7182 | 1.6138 | 1.8387 | 1.3467 | 1.2948 | 1.3958 |
Largest Winning Trade | 79777 | 79777 | 47737 | 189704 | 189704 | 178605 |
Largest Losing Trade | -37342 | -37342 | -25189 | -122743 | -88294 | -122743 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 2502 | 1366 | 1136 | 2502 | 1366 | 1136 |
Profit Streak | 0 | 0 | 26.285 | 0 | 0 | 26.285 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322608 | -125365 | 359724 | -168041 | -582100 | -31291 |
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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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