Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368529.792 | 369634.1789 | -1104.3869 | -44155.7719 | 135631.5494 | -179787.3213 |
Total P&L (%) | 368.5298 | 369.6342 | -1.1044 | -44.1558 | 135.6315 | -179.7873 |
Avg Daily Profit (%) | 0.1864 | 0.187 | -0.0006 | -0.0295 | 0.0434 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183946 | -74380 | -217909 | -279132 | -161582 | -337017 |
Profit Factor | 1.3157 | 1.6931 | 0.9983 | 0.9744 | 1.1782 | 0.8128 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Profitability (%) | 42.5641 | 44.898 | 40.2062 | 42.5641 | 44.898 | 40.2062 |
Ratio Avg Win / Avg Loss | 1.7753 | 2.0779 | 1.4846 | 1.3148 | 1.4459 | 1.2087 |
Largest Winning Trade | 160661 | 160661 | 72527 | 181226 | 181226 | 87777 |
Largest Losing Trade | -54456 | -51925 | -54456 | -161582 | -161582 | -150060 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 50 | 41 | 60 | 50 | 41 | 60 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 7725 | 3574 | 4151 | 7725 | 3574 | 4151 |
Profit Streak | 0 | 0 | 535.9305 | 0 | 0 | 535.9305 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 249297 | 303873 | -582255 | -580982 | -161813 | -582255 |
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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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