Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505679.2057 | 359284.6078 | 146394.5979 | 411642.0009 | 299.6108 | 411342.3901 |
Total P&L (%) | 505.6792 | 359.2846 | 146.3946 | 411.642 | 0.2996 | 411.3424 |
Avg Daily Profit (%) | 0.2877 | 0.2044 | 0.0833 | 0.0929 | 0.0002 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96418 | -135346 | -76456 | -339605 | -401887 | -232167 |
Profit Factor | 1.557 | 1.7663 | 1.3335 | 1.1398 | 1.0002 | 1.3034 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 68 | 25 | 43 | 68 | 25 | 43 |
Losing Trades | 100 | 59 | 41 | 100 | 59 | 41 |
Profitability (%) | 40.4762 | 29.7619 | 51.1905 | 40.4762 | 29.7619 | 51.1905 |
Ratio Avg Win / Avg Loss | 2.2898 | 4.1684 | 1.2715 | 1.6761 | 2.3604 | 1.2428 |
Largest Winning Trade | 221445 | 221445 | 50160 | 292484 | 292484 | 181156 |
Largest Losing Trade | -30497 | -24550 | -30497 | -179721 | -83489 | -179721 |
Avg Bars in Trades | 124 | 118 | 131 | 124 | 118 | 131 |
Avg Bars in Winners | 209 | 219 | 203 | 209 | 219 | 203 |
Avg Bars in Losers | 67 | 75 | 56 | 67 | 75 | 56 |
Bars Traded | 20983 | 9932 | 11050 | 20983 | 9932 | 11050 |
Profit Streak | 0 | 0 | 32.4419 | 0 | 0 | 32.4419 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314258 | 66651 | -81099 | -137397 | -586722 | -68487 |
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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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