Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254305.0188 | 37940.4865 | 216364.5323 | 173845.8821 | -93494.4671 | 267340.3492 |
Total P&L (%) | 254.305 | 37.9405 | 216.3645 | 173.8459 | -93.4945 | 267.3403 |
Avg Daily Profit (%) | 0.2451 | 0.0366 | 0.2085 | 0.0971 | -0.263 | 0.1255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99312 | -79773 | -71565 | -209946 | -258919 | -143241 |
Profit Factor | 1.3361 | 1.0963 | 1.5963 | 1.1033 | 0.8947 | 1.3359 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 97 | 42 | 55 | 97 | 42 | 55 |
Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Profitability (%) | 52.7174 | 45.6522 | 59.7826 | 52.7174 | 45.6522 | 59.7826 |
Ratio Avg Win / Avg Loss | 1.1983 | 1.3052 | 1.0739 | 0.9895 | 1.0651 | 0.8987 |
Largest Winning Trade | 45288 | 45288 | 35756 | 86302 | 86302 | 72088 |
Largest Losing Trade | -40117 | -29937 | -40117 | -117970 | -60201 | -117970 |
Avg Bars in Trades | 66 | 61 | 72 | 66 | 61 | 72 |
Avg Bars in Winners | 60 | 51 | 66 | 60 | 51 | 66 |
Avg Bars in Losers | 74 | 70 | 80 | 74 | 70 | 80 |
Bars Traded | 12315 | 5686 | 6629 | 12315 | 5686 | 6629 |
Profit Streak | 0 | 0 | 42.6495 | 0 | 0 | 42.6495 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346548 | -263020 | 433721 | -170585 | -581110 | -24434 |
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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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