Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457249.0483 | 394736.166 | 62512.8822 | -9459.2408 | -44284.5674 | 34825.3266 |
Total P&L (%) | 457.249 | 394.7362 | 62.5129 | -9.4592 | -44.2846 | 34.8253 |
Avg Daily Profit (%) | 0.3082 | 0.2661 | 0.0421 | -0.0067 | -0.0394 | 0.0201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120133 | -156077 | -84085 | -172435 | -182838 | -55032 |
Profit Factor | 1.5101 | 1.8182 | 1.151 | 0.9897 | 0.9158 | 1.0885 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 79 | 32 | 47 | 79 | 32 | 47 |
Losing Trades | 116 | 65 | 51 | 116 | 65 | 51 |
Profitability (%) | 40.5128 | 32.9897 | 47.9592 | 40.5128 | 32.9897 | 47.9592 |
Ratio Avg Win / Avg Loss | 2.2174 | 3.6932 | 1.249 | 1.4533 | 1.8603 | 1.1812 |
Largest Winning Trade | 370679 | 370679 | 71740 | 141484 | 141484 | 46883 |
Largest Losing Trade | -41787 | -27158 | -41787 | -37982 | -36415 | -37982 |
Avg Bars in Trades | 88 | 89 | 86 | 88 | 89 | 86 |
Avg Bars in Winners | 121 | 133 | 112 | 121 | 133 | 112 |
Avg Bars in Losers | 65 | 67 | 62 | 65 | 67 | 62 |
Bars Traded | 17165 | 8664 | 8501 | 17165 | 8664 | 8501 |
Profit Streak | 10.1198 | 0 | 11.1198 | 10.1198 | 0 | 11.1198 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324632 | 170096 | -191938 | -581119 | -584910 | -292224 |
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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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