Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476941.9872 | 377929.4502 | 99012.537 | 630480.9516 | 180568.5713 | 449912.3804 |
Total P&L (%) | 476.942 | 377.9295 | 99.0125 | 630.481 | 180.5686 | 449.9124 |
Avg Daily Profit (%) | 0.2948 | 0.2336 | 0.0612 | 0.123 | 0.0638 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147309 | -154855 | -141568 | -513401 | -650224 | -262295 |
Profit Factor | 1.5574 | 1.8636 | 1.2369 | 1.2477 | 1.1239 | 1.4135 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 105 | 58 | 47 | 105 | 58 | 47 |
Profitability (%) | 42.623 | 36.9565 | 48.3516 | 42.623 | 36.9565 | 48.3516 |
Ratio Avg Win / Avg Loss | 2.0965 | 3.179 | 1.3212 | 1.6796 | 1.9172 | 1.5098 |
Largest Winning Trade | 177180 | 177180 | 41484 | 266775 | 266775 | 168348 |
Largest Losing Trade | -27972 | -16845 | -27972 | -107321 | -107321 | -106980 |
Avg Bars in Trades | 103 | 98 | 109 | 103 | 98 | 109 |
Avg Bars in Winners | 169 | 168 | 169 | 169 | 168 | 169 |
Avg Bars in Losers | 55 | 57 | 52 | 55 | 57 | 52 |
Bars Traded | 19025 | 9086 | 9939 | 19025 | 9086 | 9939 |
Profit Streak | 497.6994 | 501.5327 | 0 | 497.6994 | 501.5327 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355420 | 239337 | -112468 | -28872 | -195698 | -51327 |
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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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