Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199921.97 | 107640.6928 | 92281.2772 | 99690.8433 | 10291.1434 | 89399.6999 |
Total P&L (%) | 199.922 | 107.6407 | 92.2813 | 99.6908 | 10.2911 | 89.3997 |
Avg Daily Profit (%) | 0.1919 | 0.1033 | 0.0886 | 0.0664 | 0.0094 | 0.0613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84482 | -90758 | -57559 | -181083 | -218431 | -121525 |
Profit Factor | 1.3476 | 1.2967 | 1.4345 | 1.089 | 1.0145 | 1.2186 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 46.1957 | 40.2174 | 52.1739 | 46.1957 | 40.2174 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.5696 | 1.9276 | 1.315 | 1.2684 | 1.508 | 1.117 |
Largest Winning Trade | 110809 | 110809 | 24181 | 106870 | 106870 | 31302 |
Largest Losing Trade | -26102 | -26102 | -19562 | -73168 | -73168 | -48562 |
Avg Bars in Trades | 132 | 172 | 93 | 132 | 172 | 93 |
Avg Bars in Winners | 153 | 224 | 99 | 153 | 224 | 99 |
Avg Bars in Losers | 115 | 137 | 86 | 115 | 137 | 86 |
Bars Traded | 24471 | 15885 | 8586 | 24471 | 15885 | 8586 |
Profit Streak | 0 | 0 | 10.43 | 0 | 0 | 10.43 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306794 | -57964 | -73153 | -227377 | -544591 | -110816 |
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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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