Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329434.655 | 101623.0185 | 227811.6365 | 692397.7056 | 27999.3797 | 664398.3259 |
Total P&L (%) | 329.4347 | 101.623 | 227.8116 | 692.3977 | 27.9994 | 664.3983 |
Avg Daily Profit (%) | 0.3178 | 0.098 | 0.2198 | 0.1999 | 0.0238 | 0.1964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52556 | -61075 | -30148 | -240739 | -274711 | -186380 |
Profit Factor | 1.5281 | 1.2888 | 1.8376 | 1.2786 | 1.0204 | 1.5983 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 55.8974 | 54.0816 | 57.732 | 55.8974 | 54.0816 | 57.732 |
Ratio Avg Win / Avg Loss | 1.2057 | 1.0943 | 1.3454 | 1.0088 | 0.8664 | 1.1702 |
Largest Winning Trade | 46028 | 46028 | 42891 | 242899 | 140522 | 242899 |
Largest Losing Trade | -23699 | -19928 | -23699 | -150997 | -118254 | -150997 |
Avg Bars in Trades | 59 | 41 | 78 | 59 | 41 | 78 |
Avg Bars in Winners | 58 | 30 | 85 | 58 | 30 | 85 |
Avg Bars in Losers | 62 | 55 | 68 | 62 | 55 | 68 |
Bars Traded | 11699 | 4110 | 7589 | 11699 | 4110 | 7589 |
Profit Streak | 0 | 0 | 40.7219 | 0 | 0 | 40.7219 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428075 | -61850 | 426957 | 351914 | -363890 | 417888 |
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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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