Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348671.4197 | 106023.9772 | 242647.4424 | 348884.356 | -89215.3568 | 438099.7128 |
Total P&L (%) | 348.6714 | 106.024 | 242.6474 | 348.8844 | -89.2154 | 438.0997 |
Avg Daily Profit (%) | 0.2159 | 0.0657 | 0.1503 | 0.093 | -0.1378 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78447 | -95279 | -88550 | -254231 | -400132 | -192977 |
Profit Factor | 1.4487 | 1.238 | 1.7317 | 1.1778 | 0.9222 | 1.5371 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 113 | 61 | 52 | 113 | 61 | 52 |
Profitability (%) | 41.4508 | 37.1134 | 45.8333 | 41.4508 | 37.1134 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.0462 | 2.0977 | 2.0465 | 1.6637 | 1.5626 | 1.8166 |
Largest Winning Trade | 102985 | 102985 | 44984 | 146729 | 120736 | 146729 |
Largest Losing Trade | -51344 | -34144 | -51344 | -166615 | -166615 | -122187 |
Avg Bars in Trades | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Winners | 75 | 70 | 79 | 75 | 70 | 79 |
Avg Bars in Losers | 30 | 32 | 28 | 30 | 32 | 28 |
Bars Traded | 9520 | 4518 | 5002 | 9520 | 4518 | 5002 |
Profit Streak | 0 | 0 | 22.8001 | 0 | 0 | 22.8001 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271677 | -109746 | 327861 | -94888 | -583307 | -52496 |
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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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