Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253573.5578 | 160067.5569 | 93506.0009 | 37755.9941 | -34182.7521 | 71938.7463 |
Total P&L (%) | 253.5736 | 160.0676 | 93.506 | 37.756 | -34.1828 | 71.9387 |
Avg Daily Profit (%) | 0.1857 | 0.1172 | 0.0685 | 0.0235 | -0.0306 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234747 | -149157 | -143394 | -227043 | -145033 | -119053 |
Profit Factor | 1.296 | 1.3888 | 1.2102 | 1.059 | 0.8989 | 1.238 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 53.1073 | 49.4382 | 56.8182 | 53.1073 | 49.4382 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.1444 | 1.4204 | 0.9197 | 0.935 | 0.9193 | 0.9409 |
Largest Winning Trade | 75319 | 75319 | 38790 | 49440 | 49440 | 38228 |
Largest Losing Trade | -47291 | -29427 | -47291 | -76021 | -69129 | -76021 |
Avg Bars in Trades | 90 | 72 | 108 | 90 | 72 | 108 |
Avg Bars in Winners | 101 | 77 | 122 | 101 | 77 | 122 |
Avg Bars in Losers | 77 | 67 | 88 | 77 | 67 | 88 |
Bars Traded | 15953 | 6435 | 9518 | 15953 | 6435 | 9518 |
Profit Streak | 0 | 0 | 23.2729 | 0 | 0 | 23.2729 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319976 | -36426 | -102529 | -319961 | -581312 | -140729 |
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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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