Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360513.4535 | 336871.6952 | 23641.7582 | 56897.5215 | -29610.3469 | 86507.8685 |
Total P&L (%) | 360.5135 | 336.8717 | 23.6418 | 56.8975 | -29.6103 | 86.5079 |
Avg Daily Profit (%) | 0.1535 | 0.1435 | 0.0101 | 0.0192 | -0.015 | 0.0265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169480 | -59846 | -211902 | -166521 | -115277 | -88215 |
Profit Factor | 1.3633 | 1.6796 | 1.0476 | 1.0779 | 0.9262 | 1.2624 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Profitability (%) | 51.7949 | 53.0612 | 50.5155 | 51.7949 | 53.0612 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.2688 | 1.4858 | 1.0262 | 1.0032 | 0.8193 | 1.2366 |
Largest Winning Trade | 171913 | 171913 | 74146 | 57167 | 54077 | 57167 |
Largest Losing Trade | -45543 | -40102 | -45543 | -54043 | -49246 | -54043 |
Avg Bars in Trades | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Winners | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Losers | 38 | 33 | 43 | 38 | 33 | 43 |
Bars Traded | 6912 | 2785 | 4127 | 6912 | 2785 | 4127 |
Profit Streak | 0 | 0 | 17.3256 | 0 | 0 | 17.3256 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322127 | 32962 | -351673 | -301736 | -580396 | -157217 |
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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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