Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428258.047 | 345659.0547 | 82598.9923 | 443855.802 | 713615.5089 | -269759.7069 |
Total P&L (%) | 428.258 | 345.6591 | 82.599 | 443.8558 | 713.6155 | -269.7597 |
Avg Daily Profit (%) | 0.2056 | 0.1659 | 0.0396 | 0.0813 | 0.1007 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145404 | -82447 | -96575 | -2511839 | -1949751 | -2335743 |
Profit Factor | 1.484 | 1.7415 | 1.1973 | 1.0302 | 1.0919 | 0.961 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 41.4508 | 37.5 | 45.3608 | 41.4508 | 37.5 | 45.3608 |
Ratio Avg Win / Avg Loss | 2.0962 | 2.9025 | 1.4422 | 1.4552 | 1.8198 | 1.1576 |
Largest Winning Trade | 88517 | 88517 | 35402 | 1033937 | 1033937 | 648010 |
Largest Losing Trade | -36122 | -31817 | -36122 | -749060 | -597559 | -749060 |
Avg Bars in Trades | 127 | 126 | 128 | 127 | 126 | 128 |
Avg Bars in Winners | 192 | 210 | 177 | 192 | 210 | 177 |
Avg Bars in Losers | 81 | 75 | 88 | 81 | 75 | 88 |
Bars Traded | 24620 | 12118 | 12501 | 24620 | 12118 | 12501 |
Profit Streak | 45.2887 | 49.872 | 45.2887 | 45.2887 | 49.872 | 45.2887 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311828 | 217315 | -144955 | -272989 | -181084 | -580654 |
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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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