Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490515.2134 | 439129.2153 | 51385.9981 | 171584.7713 | -183342.0096 | 354926.7809 |
Total P&L (%) | 490.5152 | 439.1292 | 51.386 | 171.5848 | -183.342 | 354.9268 |
Avg Daily Profit (%) | 0.2093 | 0.1874 | 0.0219 | 0.0426 | 0 | 0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122227 | -113665 | -31750 | -1151849 | -1372070 | -194537 |
Profit Factor | 1.6685 | 1.7872 | 1.292 | 1.0401 | 0.9455 | 1.3891 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 47.644 | 41.0526 | 54.1667 | 47.644 | 41.0526 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.8335 | 2.5662 | 1.0933 | 1.143 | 1.3576 | 1.1754 |
Largest Winning Trade | 247769 | 247769 | 28656 | 948068 | 948068 | 241762 |
Largest Losing Trade | -39539 | -39539 | -16534 | -245038 | -245038 | -158481 |
Avg Bars in Trades | 71 | 135 | 8 | 71 | 135 | 8 |
Avg Bars in Winners | 81 | 180 | 7 | 81 | 180 | 7 |
Avg Bars in Losers | 61 | 103 | 8 | 61 | 103 | 8 |
Bars Traded | 13622 | 12841 | 781 | 13622 | 12841 | 781 |
Profit Streak | 1.935 | 0 | 4.435 | 1.935 | 0 | 4.435 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317233 | 256406 | -163610 | -314374 | -582891 | -104798 |
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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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