Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439238.1124 | 435767.0376 | 3471.0748 | 28626.0801 | 93977.488 | -65351.4079 |
Total P&L (%) | 439.2381 | 435.767 | 3.4711 | 28.6261 | 93.9775 | -65.3514 |
Avg Daily Profit (%) | 0.1748 | 0.1734 | 0.0014 | 0.01 | 0.0264 | -0.0422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182909 | -153997 | -99495 | -328516 | -280092 | -163963 |
Profit Factor | 1.5016 | 1.865 | 1.0093 | 1.0249 | 1.1408 | 0.8647 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 45.3988 | 45.679 | 45.122 | 45.3988 | 45.679 | 45.122 |
Ratio Avg Win / Avg Loss | 1.8059 | 2.2178 | 1.2276 | 1.2326 | 1.3567 | 1.0517 |
Largest Winning Trade | 345745 | 345745 | 47026 | 222808 | 222808 | 71243 |
Largest Losing Trade | -50547 | -50547 | -29704 | -85325 | -72874 | -85325 |
Avg Bars in Trades | 90 | 137 | 44 | 90 | 137 | 44 |
Avg Bars in Winners | 130 | 208 | 52 | 130 | 208 | 52 |
Avg Bars in Losers | 56 | 76 | 37 | 56 | 76 | 37 |
Bars Traded | 14726 | 11097 | 3629 | 14726 | 11097 | 3629 |
Profit Streak | 0 | 116.174 | 0 | 0 | 116.174 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320287 | -1352 | -573359 | -376773 | -235549 | -585466 |
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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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