Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297977.4466 | 255989.691 | 41987.7557 | -27977.9247 | 109038.2154 | -137016.1401 |
Total P&L (%) | 297.9774 | 255.9897 | 41.9878 | -27.9779 | 109.0382 | -137.0161 |
Avg Daily Profit (%) | 0.1589 | 0.1365 | 0.0224 | -0.0175 | 0.0393 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99355 | -86586 | -164772 | -213031 | -51175 | -239728 |
Profit Factor | 1.289 | 1.5258 | 1.0772 | 0.9567 | 1.4558 | 0.663 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 162 | 77 | 85 | 162 | 77 | 85 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 65.8537 | 62.6016 | 69.1057 | 65.8537 | 62.6016 | 69.1057 |
Ratio Avg Win / Avg Loss | 0.6684 | 0.9115 | 0.4816 | 0.4961 | 0.8697 | 0.2964 |
Largest Winning Trade | 48154 | 48154 | 24745 | 18370 | 18370 | 13444 |
Largest Losing Trade | -83175 | -43275 | -83175 | -188601 | -20909 | -188601 |
Avg Bars in Trades | 90 | 89 | 91 | 90 | 89 | 91 |
Avg Bars in Winners | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Losers | 137 | 137 | 137 | 137 | 137 | 137 |
Bars Traded | 22160 | 10948 | 11212 | 22160 | 10948 | 11212 |
Profit Streak | 0 | 0 | 20.4015 | 0 | 0 | 20.4015 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322651 | -9542 | -299493 | -577435 | -139580 | -577974 |
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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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