Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358196.2887 | 289966.9504 | 68229.3383 | 165346.6117 | -103620.3037 | 268966.9154 |
Total P&L (%) | 358.1963 | 289.967 | 68.2293 | 165.3466 | -103.6203 | 268.9669 |
Avg Daily Profit (%) | 0.172 | 0.1392 | 0.0328 | 0.0469 | 0 | 0.0627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151394 | -108206 | -94420 | -1224671 | -842048 | -688777 |
Profit Factor | 1.286 | 1.4689 | 1.1076 | 1.0277 | 0.9658 | 1.0916 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 171 | 80 | 91 | 171 | 80 | 91 |
Losing Trades | 207 | 109 | 98 | 207 | 109 | 98 |
Profitability (%) | 45.2381 | 42.328 | 48.1481 | 45.2381 | 42.328 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.5568 | 2.0013 | 1.1928 | 1.2441 | 1.316 | 1.1756 |
Largest Winning Trade | 88746 | 88746 | 43831 | 388579 | 270982 | 388579 |
Largest Losing Trade | -28687 | -25149 | -28687 | -217379 | -135877 | -217379 |
Avg Bars in Trades | 65 | 66 | 65 | 65 | 66 | 65 |
Avg Bars in Winners | 87 | 93 | 82 | 87 | 93 | 82 |
Avg Bars in Losers | 47 | 46 | 49 | 47 | 46 | 49 |
Bars Traded | 24843 | 12534 | 12308 | 24843 | 12534 | 12308 |
Profit Streak | 0 | 0 | 34.1217 | 0 | 0 | 34.1217 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310162 | -7475 | -250198 | -320242 | -581660 | -227763 |
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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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