Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192494.7461 | 142891.7045 | 49603.0416 | 218294.3108 | 358968.474 | -140674.1632 |
Total P&L (%) | 192.4947 | 142.8917 | 49.603 | 218.2943 | 358.9685 | -140.6742 |
Avg Daily Profit (%) | 0.3696 | 0.2744 | 0.0952 | 0.2225 | 0.293 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96383 | -40137 | -69417 | -572725 | -191661 | -442021 |
Profit Factor | 1.325 | 1.5633 | 1.1465 | 1.099 | 1.4007 | 0.8925 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 194 | 99 | 95 | 194 | 99 | 95 |
Profitability (%) | 41.3897 | 40.3614 | 42.4242 | 41.3897 | 40.3614 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.8763 | 2.31 | 1.556 | 1.5563 | 2.0697 | 1.2113 |
Largest Winning Trade | 37063 | 37063 | 35169 | 194640 | 173468 | 194640 |
Largest Losing Trade | -25985 | -12561 | -25985 | -147689 | -80479 | -147689 |
Avg Bars in Trades | 73 | 69 | 78 | 73 | 69 | 78 |
Avg Bars in Winners | 111 | 106 | 116 | 111 | 106 | 116 |
Avg Bars in Losers | 47 | 44 | 50 | 47 | 44 | 50 |
Bars Traded | 24470 | 11484 | 12986 | 24470 | 11484 | 12986 |
Profit Streak | 8.3128 | 8.8128 | 0 | 8.3128 | 8.8128 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320558 | 278166 | -128670 | -104209 | 248133 | -582317 |
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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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