Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295759.0414 | -16822.774 | 312581.8154 | 223315.1743 | -103757.7018 | 327072.8761 |
Total P&L (%) | 295.759 | -16.8228 | 312.5818 | 223.3152 | -103.7577 | 327.0729 |
Avg Daily Profit (%) | 0.1936 | -0.011 | 0.2046 | 0.0768 | 0 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128569 | -40150 | -131099 | -506950 | -174226 | -519404 |
Profit Factor | 1.5983 | 0.8642 | 1.8438 | 1.1405 | 0.7017 | 1.2635 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 127 | 56 | 71 | 127 | 56 | 71 |
Losing Trades | 56 | 36 | 20 | 56 | 36 | 20 |
Profitability (%) | 69.3989 | 60.8696 | 78.022 | 69.3989 | 60.8696 | 78.022 |
Ratio Avg Win / Avg Loss | 0.7048 | 0.5555 | 0.5194 | 0.5029 | 0.4511 | 0.3559 |
Largest Winning Trade | 27546 | 8974 | 27546 | 87355 | 42250 | 87355 |
Largest Losing Trade | -67385 | -28058 | -67385 | -344712 | -121103 | -344712 |
Avg Bars in Trades | 90 | 3 | 178 | 90 | 3 | 178 |
Avg Bars in Winners | 48 | 2 | 84 | 48 | 2 | 84 |
Avg Bars in Losers | 187 | 5 | 515 | 187 | 5 | 515 |
Bars Traded | 16611 | 323 | 16287 | 16611 | 323 | 16287 |
Profit Streak | 0 | 0 | 135.939 | 0 | 0 | 135.939 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406063 | -579399 | 482259 | -154494 | -579399 | -62847 |
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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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