Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161851.575 | 114097.669 | 47753.906 | 96061.8697 | -77718.2639 | 173780.1336 |
Total P&L (%) | 161.8516 | 114.0977 | 47.7539 | 96.0619 | -77.7183 | 173.7801 |
Avg Daily Profit (%) | 0.1554 | 0.1095 | 0.0458 | 0.0647 | -0.144 | 0.0967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103120 | -97619 | -35361 | -423646 | -478124 | -56980 |
Profit Factor | 1.202 | 1.2297 | 1.1568 | 1.0445 | 0.9471 | 1.253 |
Total Trades | 417 | 208 | 209 | 417 | 208 | 209 |
Winning Trades | 256 | 133 | 123 | 256 | 133 | 123 |
Losing Trades | 161 | 75 | 86 | 161 | 75 | 86 |
Profitability (%) | 61.3909 | 63.9423 | 58.8517 | 61.3909 | 63.9423 | 58.8517 |
Ratio Avg Win / Avg Loss | 0.7559 | 0.6934 | 0.8088 | 0.6569 | 0.5341 | 0.8761 |
Largest Winning Trade | 30286 | 30286 | 13440 | 86041 | 86041 | 32908 |
Largest Losing Trade | -31226 | -31226 | -14605 | -187032 | -187032 | -48009 |
Avg Bars in Trades | 58 | 100 | 15 | 58 | 100 | 15 |
Avg Bars in Winners | 39 | 59 | 16 | 39 | 59 | 16 |
Avg Bars in Losers | 88 | 173 | 14 | 88 | 173 | 14 |
Bars Traded | 24203 | 20937 | 3266 | 24203 | 20937 | 3266 |
Profit Streak | 0 | 7.5079 | 0 | 0 | 7.5079 | 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 | 313707 | -45755 | -180916 | -276134 | -577758 | -63735 |
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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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