Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362996.469 | 252218.6138 | 110777.8552 | 3336.4774 | -743923.0678 | 747259.5452 |
Total P&L (%) | 362.9965 | 252.2186 | 110.7779 | 3.3365 | -743.9231 | 747.2595 |
Avg Daily Profit (%) | 0.1997 | 0.1388 | 0.061 | 0.0018 | 0 | 0.1176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150682 | -192948 | -48766 | -1433263 | -1578039 | -312412 |
Profit Factor | 1.435 | 1.4636 | 1.3814 | 1.0008 | 0.7298 | 1.6079 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 43.3673 | 40.8163 | 45.9184 | 43.3673 | 40.8163 | 45.9184 |
Ratio Avg Win / Avg Loss | 1.874 | 2.1222 | 1.627 | 1.307 | 1.0582 | 1.8937 |
Largest Winning Trade | 289989 | 289989 | 45865 | 295667 | 295667 | 209358 |
Largest Losing Trade | -45423 | -45423 | -18565 | -284135 | -284135 | -270336 |
Avg Bars in Trades | 17 | 27 | 7 | 17 | 27 | 7 |
Avg Bars in Winners | 19 | 31 | 9 | 19 | 31 | 9 |
Avg Bars in Losers | 16 | 24 | 6 | 16 | 24 | 6 |
Bars Traded | 3455 | 2689 | 767 | 3455 | 2689 | 767 |
Profit Streak | 0 | 12.9125 | 0 | 0 | 12.9125 | 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 | 301079 | -8558 | -111448 | -577056 | -582087 | -34096 |
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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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