Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872011.3715 | 753326.3047 | 118685.0667 | 340232.068 | 207688.2134 | 132543.8546 |
Total P&L (%) | 872.0114 | 753.3263 | 118.6851 | 340.2321 | 207.6882 | 132.5439 |
Avg Daily Profit (%) | 0.4646 | 0.4013 | 0.0632 | 0.079 | 0.0599 | 0.045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199163 | -112480 | -129247 | -335454 | -243062 | -126516 |
Profit Factor | 1.7647 | 2.0106 | 1.3006 | 1.2175 | 1.1943 | 1.2675 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 85 | 34 | 51 | 85 | 34 | 51 |
Losing Trades | 104 | 60 | 44 | 104 | 60 | 44 |
Profitability (%) | 44.9735 | 36.1702 | 53.6842 | 44.9735 | 36.1702 | 53.6842 |
Ratio Avg Win / Avg Loss | 2.1592 | 3.5482 | 1.1221 | 1.4896 | 2.1076 | 1.0935 |
Largest Winning Trade | 385671 | 385671 | 45697 | 299214 | 299214 | 55184 |
Largest Losing Trade | -51720 | -51720 | -32504 | -98066 | -91822 | -98066 |
Avg Bars in Trades | 117 | 155 | 79 | 117 | 155 | 79 |
Avg Bars in Winners | 148 | 222 | 100 | 148 | 222 | 100 |
Avg Bars in Losers | 91 | 117 | 55 | 91 | 117 | 55 |
Bars Traded | 22183 | 14624 | 7559 | 22183 | 14624 | 7559 |
Profit Streak | 0 | 13.1773 | 0 | 0 | 13.1773 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456482 | 306150 | -108236 | -88870 | -123731 | -132785 |
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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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