Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281332.464 | 86761.8297 | 194570.6343 | 34143.8073 | 45280.3049 | -11136.4976 |
Total P&L (%) | 281.3325 | 86.7618 | 194.5706 | 34.1438 | 45.2803 | -11.1365 |
Avg Daily Profit (%) | 0.1856 | 0.0572 | 0.1284 | 0.0194 | 0.0246 | -0.0078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146684 | -59099 | -149239 | -464427 | -110504 | -452333 |
Profit Factor | 1.3652 | 1.2659 | 1.4381 | 1.0231 | 1.0869 | 0.9884 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 77 | 45 | 32 | 77 | 45 | 32 |
Profitability (%) | 60.1036 | 53.6082 | 66.6667 | 60.1036 | 53.6082 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9062 | 1.0955 | 0.7191 | 0.6791 | 0.9406 | 0.4942 |
Largest Winning Trade | 63764 | 38857 | 63764 | 81541 | 50814 | 81541 |
Largest Losing Trade | -82060 | -22334 | -82060 | -340832 | -49445 | -340832 |
Avg Bars in Trades | 91 | 58 | 125 | 91 | 58 | 125 |
Avg Bars in Winners | 85 | 40 | 122 | 85 | 40 | 122 |
Avg Bars in Losers | 101 | 79 | 131 | 101 | 79 | 131 |
Bars Traded | 17742 | 5676 | 12066 | 17742 | 5676 | 12066 |
Profit Streak | 0 | 0 | 24.7796 | 0 | 0 | 24.7796 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310820 | -116434 | -19697 | -364200 | -288130 | -578094 |
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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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