Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278128.0215 | 100397.4023 | 177730.6192 | 73374.1279 | -426421.4103 | 499795.5382 |
Total P&L (%) | 278.128 | 100.3974 | 177.7306 | 73.3741 | -426.4214 | 499.7955 |
Avg Daily Profit (%) | 0.1812 | 0.0654 | 0.1158 | 0.0358 | 0 | 0.1167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128825 | -108601 | -85463 | -829895 | -720035 | -349383 |
Profit Factor | 1.35 | 1.2462 | 1.4594 | 1.0247 | 0.7322 | 1.3625 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 99 | 43 | 56 | 99 | 43 | 56 |
Losing Trades | 92 | 53 | 39 | 92 | 53 | 39 |
Profitability (%) | 51.8325 | 44.7917 | 58.9474 | 51.8325 | 44.7917 | 58.9474 |
Ratio Avg Win / Avg Loss | 1.2546 | 1.5361 | 1.0164 | 0.9522 | 0.9025 | 0.9489 |
Largest Winning Trade | 128289 | 128289 | 60709 | 301449 | 194091 | 301449 |
Largest Losing Trade | -43638 | -43638 | -43476 | -355474 | -355474 | -183140 |
Avg Bars in Trades | 23 | 14 | 33 | 23 | 14 | 33 |
Avg Bars in Winners | 29 | 16 | 40 | 29 | 16 | 40 |
Avg Bars in Losers | 17 | 12 | 23 | 17 | 12 | 23 |
Bars Traded | 4516 | 1363 | 3153 | 4516 | 1363 | 3153 |
Profit Streak | 0 | 0 | 52.0633 | 0 | 0 | 52.0633 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337136 | -106797 | -34999 | -338521 | -582823 | -35942 |
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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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