Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296140.4303 | 262833.4666 | 33306.9637 | 78088.0414 | -2654.9342 | 80742.9756 |
Total P&L (%) | 296.1404 | 262.8335 | 33.307 | 78.088 | -2.6549 | 80.743 |
Avg Daily Profit (%) | 0.2843 | 0.2523 | 0.032 | 0.0554 | -0.0026 | 0.0568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94410 | -89543 | -13589 | -497834 | -497603 | -57189 |
Profit Factor | 1.4878 | 1.4865 | 1.4985 | 1.0467 | 0.9982 | 1.4493 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 80 | 33 | 47 | 80 | 33 | 47 |
Losing Trades | 108 | 61 | 47 | 108 | 61 | 47 |
Profitability (%) | 42.5532 | 35.1064 | 50 | 42.5532 | 35.1064 | 50 |
Ratio Avg Win / Avg Loss | 2.0086 | 2.7478 | 1.4985 | 1.413 | 1.8452 | 1.4493 |
Largest Winning Trade | 150107 | 150107 | 13865 | 334580 | 334580 | 77296 |
Largest Losing Trade | -57102 | -57102 | -12601 | -237056 | -237056 | -51314 |
Avg Bars in Trades | 131 | 258 | 4 | 131 | 258 | 4 |
Avg Bars in Winners | 165 | 392 | 5 | 165 | 392 | 5 |
Avg Bars in Losers | 107 | 186 | 4 | 107 | 186 | 4 |
Bars Traded | 24800 | 24339 | 460 | 24800 | 24339 | 460 |
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 | 315823 | 155082 | -151718 | -290020 | -584095 | -116050 |
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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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