Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257535.332 | 164173.8877 | 93361.4444 | 399942.3501 | 226270.9871 | 173671.363 |
Total P&L (%) | 257.5353 | 164.1739 | 93.3614 | 399.9424 | 226.271 | 173.6714 |
Avg Daily Profit (%) | 0.4945 | 0.3152 | 0.1793 | 0.3095 | 0.2273 | 0.1935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93528 | -80097 | -27149 | -437430 | -373976 | -130941 |
Profit Factor | 1.6301 | 1.6511 | 1.5963 | 1.2708 | 1.244 | 1.3158 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 46.8354 | 46.8354 | 46.8354 | 46.8354 | 46.8354 | 46.8354 |
Ratio Avg Win / Avg Loss | 1.8504 | 1.8743 | 1.812 | 1.4425 | 1.4122 | 1.4936 |
Largest Winning Trade | 87624 | 87624 | 34953 | 209034 | 209034 | 65558 |
Largest Losing Trade | -26813 | -26813 | -21332 | -124864 | -124864 | -72703 |
Avg Bars in Trades | 155 | 217 | 92 | 155 | 217 | 92 |
Avg Bars in Winners | 228 | 310 | 147 | 228 | 310 | 147 |
Avg Bars in Losers | 90 | 135 | 44 | 90 | 135 | 44 |
Bars Traded | 24512 | 17167 | 7345 | 24512 | 17167 | 7345 |
Profit Streak | 0 | 31.6007 | 0 | 0 | 31.6007 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441098 | -15567 | -18308 | 269651 | -19704 | -21011 |
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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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