Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320983.797 | 226453.6395 | 94530.1575 | 66394.8346 | -63712.5724 | 130107.407 |
Total P&L (%) | 320.9838 | 226.4536 | 94.5302 | 66.3948 | -63.7126 | 130.1074 |
Avg Daily Profit (%) | 0.1669 | 0.1178 | 0.0492 | 0.0265 | -0.0527 | 0.0434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110721 | -152995 | -30708 | -421495 | -485597 | -68824 |
Profit Factor | 1.6071 | 1.5111 | 2.1034 | 1.058 | 0.9352 | 1.8046 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 63.9175 | 58.3333 | 69.3878 | 63.9175 | 58.3333 | 69.3878 |
Ratio Avg Win / Avg Loss | 0.9072 | 1.0794 | 0.928 | 0.5973 | 0.668 | 0.7961 |
Largest Winning Trade | 166222 | 166222 | 16862 | 182997 | 182997 | 24013 |
Largest Losing Trade | -64180 | -64180 | -19746 | -181365 | -181365 | -46267 |
Avg Bars in Trades | 202 | 386 | 23 | 202 | 386 | 23 |
Avg Bars in Winners | 110 | 218 | 21 | 110 | 218 | 21 |
Avg Bars in Losers | 365 | 619 | 26 | 365 | 619 | 26 |
Bars Traded | 19678 | 18530 | 1148 | 19678 | 18530 | 1148 |
Profit Streak | 0 | 154.8499 | 0 | 0 | 154.8499 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347950 | -32257 | -123142 | -314040 | -578644 | -131468 |
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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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