Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123194.028 | 32388.821 | 90805.207 | 173668.9791 | 52903.7198 | 120765.2592 |
Total P&L (%) | 123.194 | 32.3888 | 90.8052 | 173.669 | 52.9037 | 120.7653 |
Avg Daily Profit (%) | 0.4731 | 0.1244 | 0.3487 | 0.3873 | 0.1632 | 0.3046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51868 | -30041 | -35231 | -127746 | -67234 | -90026 |
Profit Factor | 1.4769 | 1.2977 | 1.6071 | 1.3293 | 1.2492 | 1.3832 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 60 | 61.2245 | 58.7629 | 60 | 61.2245 | 58.7629 |
Ratio Avg Win / Avg Loss | 0.9846 | 0.8219 | 1.1278 | 0.8862 | 0.7911 | 0.9707 |
Largest Winning Trade | 14185 | 9743 | 14185 | 24228 | 18005 | 24228 |
Largest Losing Trade | -21656 | -13264 | -21656 | -56248 | -26614 | -56248 |
Avg Bars in Trades | 123 | 58 | 188 | 123 | 58 | 188 |
Avg Bars in Winners | 98 | 45 | 153 | 98 | 45 | 153 |
Avg Bars in Losers | 161 | 79 | 239 | 161 | 79 | 239 |
Bars Traded | 24088 | 5757 | 18331 | 24088 | 5757 | 18331 |
Profit Streak | 0 | 0 | 8.1959 | 0 | 0 | 8.1959 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373486 | -31706 | 393880 | 314639 | 145441 | 272115 |
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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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