Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203023.9935 | 177443.0602 | 25580.9333 | -70520.5024 | 26289.1368 | -96809.6392 |
Total P&L (%) | 203.024 | 177.4431 | 25.5809 | -70.5205 | 26.2891 | -96.8096 |
Avg Daily Profit (%) | 0.1949 | 0.1704 | 0.0246 | -0.1172 | 0.0224 | -0.3302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97868 | -52745 | -125248 | -125950 | -17291 | -131321 |
Profit Factor | 1.2282 | 1.4579 | 1.051 | 0.7622 | 1.2855 | 0.5266 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 176 | 84 | 92 | 176 | 84 | 92 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 57.8947 | 55.2632 | 60.5263 | 57.8947 | 55.2632 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.8933 | 1.1802 | 0.6854 | 0.5543 | 1.0406 | 0.3434 |
Largest Winning Trade | 33657 | 33657 | 27301 | 17338 | 17338 | 10891 |
Largest Losing Trade | -94532 | -26326 | -94532 | -124896 | -12516 | -124896 |
Avg Bars in Trades | 80 | 70 | 90 | 80 | 70 | 90 |
Avg Bars in Winners | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Losers | 94 | 79 | 111 | 94 | 79 | 111 |
Bars Traded | 24554 | 10729 | 13825 | 24554 | 10729 | 13825 |
Profit Streak | 0 | 0 | 13.7452 | 0 | 0 | 13.7452 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294103 | 336236 | -326603 | -578164 | -165448 | -577674 |
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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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