Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356955.2484 | 217989.2799 | 138965.9685 | 359693.5012 | 526710.0047 | -167016.5034 |
Total P&L (%) | 356.9552 | 217.9893 | 138.966 | 359.6935 | 526.71 | -167.0165 |
Avg Daily Profit (%) | 0.261 | 0.1594 | 0.1016 | 0.1116 | 0.1343 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98149 | -81853 | -64916 | -817766 | -586622 | -542467 |
Profit Factor | 1.4572 | 1.6181 | 1.3246 | 1.094 | 1.3135 | 0.9222 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 107 | 60 | 47 | 107 | 60 | 47 |
Profitability (%) | 43.9791 | 37.5 | 50.5263 | 43.9791 | 37.5 | 50.5263 |
Ratio Avg Win / Avg Loss | 1.8562 | 2.6969 | 1.297 | 1.3935 | 2.1891 | 0.903 |
Largest Winning Trade | 105245 | 105245 | 50543 | 253283 | 253283 | 146308 |
Largest Losing Trade | -32541 | -17163 | -32541 | -204853 | -123266 | -204853 |
Avg Bars in Trades | 84 | 60 | 108 | 84 | 60 | 108 |
Avg Bars in Winners | 125 | 83 | 157 | 125 | 83 | 157 |
Avg Bars in Losers | 51 | 46 | 59 | 51 | 46 | 59 |
Bars Traded | 16096 | 5771 | 10325 | 16096 | 5771 | 10325 |
Profit Streak | 0 | 0 | 8.8886 | 0 | 0 | 8.8886 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322451 | 186421 | -56634 | -162467 | -17195 | -580341 |
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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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