Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129965.0317 | 51331.4772 | 78633.5545 | 122024.5326 | -30849.9304 | 152874.463 |
Total P&L (%) | 129.965 | 51.3315 | 78.6336 | 122.0245 | -30.8499 | 152.8745 |
Avg Daily Profit (%) | 0.1963 | 0.0775 | 0.1188 | 0.1205 | -0.0557 | 0.1402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89296 | -82652 | -17316 | -277950 | -261193 | -49814 |
Profit Factor | 1.3689 | 1.2303 | 1.6076 | 1.1552 | 0.9395 | 1.5524 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 45.9459 | 42.3913 | 49.4624 | 45.9459 | 42.3913 | 49.4624 |
Ratio Avg Win / Avg Loss | 1.6105 | 1.672 | 1.6425 | 1.359 | 1.2767 | 1.5861 |
Largest Winning Trade | 56594 | 56594 | 20960 | 108164 | 108164 | 39935 |
Largest Losing Trade | -20256 | -20256 | -7017 | -87323 | -87323 | -20719 |
Avg Bars in Trades | 84 | 123 | 46 | 84 | 123 | 46 |
Avg Bars in Winners | 120 | 194 | 57 | 120 | 194 | 57 |
Avg Bars in Losers | 54 | 70 | 35 | 54 | 70 | 35 |
Bars Traded | 15607 | 11318 | 4289 | 15607 | 11318 | 4289 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305191 | -93294 | -32042 | -82661 | -582499 | -3743 |
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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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