Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202246.2093 | 74891.32 | 127354.8893 | 155483.9731 | 46044.9846 | 109438.9885 |
Total P&L (%) | 202.2462 | 74.8913 | 127.3549 | 155.484 | 46.045 | 109.439 |
Avg Daily Profit (%) | 0.1813 | 0.0671 | 0.1142 | 0.0841 | 0.034 | 0.0663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74855 | -53806 | -91958 | -188273 | -165777 | -200528 |
Profit Factor | 1.3563 | 1.2778 | 1.4273 | 1.1176 | 1.0731 | 1.158 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 50.7772 | 46.3918 | 55.2083 | 50.7772 | 46.3918 | 55.2083 |
Ratio Avg Win / Avg Loss | 1.3148 | 1.4766 | 1.158 | 1.0833 | 1.24 | 0.9395 |
Largest Winning Trade | 41074 | 41074 | 33243 | 77987 | 77987 | 68086 |
Largest Losing Trade | -50671 | -23168 | -50671 | -105309 | -65739 | -105309 |
Avg Bars in Trades | 67 | 66 | 69 | 67 | 66 | 69 |
Avg Bars in Winners | 74 | 67 | 80 | 74 | 67 | 80 |
Avg Bars in Losers | 61 | 65 | 56 | 61 | 65 | 56 |
Bars Traded | 13099 | 6406 | 6693 | 13099 | 6406 | 6693 |
Profit Streak | 0 | 0 | 10.3962 | 0 | 0 | 10.3962 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324007 | -105054 | -38711 | -170769 | -291026 | -151845 |
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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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