Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370351.2112 | 304379.2331 | 65971.978 | 218929.6366 | -32209.7986 | 251139.4352 |
Total P&L (%) | 370.3512 | 304.3792 | 65.972 | 218.9296 | -32.2098 | 251.1394 |
Avg Daily Profit (%) | 0.3555 | 0.2922 | 0.0633 | 0.1114 | -0.0373 | 0.1207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73721 | -75294 | -14429 | -336443 | -347133 | -34228 |
Profit Factor | 1.8686 | 1.8682 | 1.8702 | 1.1641 | 0.9714 | 2.2106 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 47.644 | 45.2632 | 50 | 47.644 | 45.2632 | 50 |
Ratio Avg Win / Avg Loss | 2.0534 | 2.2592 | 1.8702 | 1.2792 | 1.1747 | 2.2106 |
Largest Winning Trade | 324443 | 324443 | 20048 | 213617 | 213617 | 84563 |
Largest Losing Trade | -20597 | -20597 | -8068 | -89807 | -89807 | -16583 |
Avg Bars in Trades | 128 | 248 | 9 | 128 | 248 | 9 |
Avg Bars in Winners | 158 | 323 | 10 | 158 | 323 | 10 |
Avg Bars in Losers | 101 | 187 | 8 | 101 | 187 | 8 |
Bars Traded | 24561 | 23640 | 921 | 24561 | 23640 | 921 |
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 | 452912 | 353242 | -105101 | -84225 | -581254 | -27753 |
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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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