Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455071.9924 | 416596.9189 | 38475.0735 | 24779.416 | -89045.1576 | 113824.5736 |
Total P&L (%) | 455.072 | 416.5969 | 38.4751 | 24.7794 | -89.0452 | 113.8246 |
Avg Daily Profit (%) | 0.2461 | 0.2253 | 0.0208 | 0.012 | -0.1195 | 0.0411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106101 | -129780 | -114600 | -311721 | -415479 | -178489 |
Profit Factor | 1.5015 | 1.8266 | 1.0954 | 1.0121 | 0.9278 | 1.1389 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 46.5241 | 42.5532 | 50.5376 | 46.5241 | 42.5532 | 50.5376 |
Ratio Avg Win / Avg Loss | 1.7259 | 2.466 | 1.0721 | 1.1633 | 1.2525 | 1.1147 |
Largest Winning Trade | 403100 | 403100 | 59058 | 284006 | 284006 | 129781 |
Largest Losing Trade | -41656 | -41656 | -25926 | -124822 | -124822 | -77983 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 36 | 31 | 39 | 36 | 31 | 39 |
Avg Bars in Losers | 22 | 19 | 26 | 22 | 19 | 26 |
Bars Traded | 5377 | 2317 | 3060 | 5377 | 2317 | 3060 |
Profit Streak | 0 | 0 | 14.1415 | 0 | 0 | 14.1415 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372494 | 301739 | -282671 | -387884 | -582032 | -205367 |
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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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