Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302384.0345 | 259786.0619 | 42597.9726 | 244396.5148 | -18317.1282 | 262713.6429 |
Total P&L (%) | 302.384 | 259.7861 | 42.598 | 244.3965 | -18.3171 | 262.7136 |
Avg Daily Profit (%) | 0.153 | 0.1314 | 0.0215 | 0.0626 | -0.0102 | 0.0652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81362 | -74333 | -133583 | -638103 | -445099 | -438307 |
Profit Factor | 1.5256 | 2.0049 | 1.1345 | 1.1317 | 0.9806 | 1.2888 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Profitability (%) | 46.9136 | 49.3827 | 44.4444 | 46.9136 | 49.3827 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.7263 | 2.055 | 1.4181 | 1.2806 | 1.0052 | 1.6111 |
Largest Winning Trade | 95264 | 95264 | 65561 | 325592 | 191336 | 325592 |
Largest Losing Trade | -30768 | -29525 | -30768 | -233603 | -233603 | -197373 |
Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Winners | 64 | 52 | 78 | 64 | 52 | 78 |
Avg Bars in Losers | 29 | 36 | 22 | 29 | 36 | 22 |
Bars Traded | 7442 | 3599 | 3843 | 7442 | 3599 | 3843 |
Profit Streak | 0 | 0 | 573.6958 | 0 | 0 | 573.6958 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339878 | -25966 | -252227 | -185377 | -591309 | -118279 |
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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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