Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267633.078 | 67372.4786 | 200260.5994 | -78056.0856 | -39735.547 | -38320.5386 |
Total P&L (%) | 267.6331 | 67.3725 | 200.2606 | -78.0561 | -39.7355 | -38.3205 |
Avg Daily Profit (%) | 0.177 | 0.0446 | 0.1325 | -0.1003 | -0.0335 | -0.032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154622 | -39686 | -150121 | -401999 | -148997 | -378786 |
Profit Factor | 1.3934 | 1.2476 | 1.4906 | 0.942 | 0.9258 | 0.9527 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 98 | 54 | 44 | 98 | 54 | 44 |
Profitability (%) | 49.7436 | 44.898 | 54.6392 | 49.7436 | 44.898 | 54.6392 |
Ratio Avg Win / Avg Loss | 1.4078 | 1.5312 | 1.2375 | 0.9517 | 1.1362 | 0.7909 |
Largest Winning Trade | 66725 | 23712 | 66725 | 159299 | 69253 | 159299 |
Largest Losing Trade | -97836 | -24536 | -97836 | -168314 | -98214 | -168314 |
Avg Bars in Trades | 28 | 10 | 46 | 28 | 10 | 46 |
Avg Bars in Winners | 38 | 9 | 61 | 38 | 9 | 61 |
Avg Bars in Losers | 19 | 11 | 29 | 19 | 11 | 29 |
Bars Traded | 5605 | 1048 | 4557 | 5605 | 1048 | 4557 |
Profit Streak | 0 | 0 | 79.5955 | 0 | 0 | 79.5955 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334030 | -134684 | -13663 | -579578 | -581110 | -579508 |
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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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