Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281198.5487 | 69642.2609 | 211556.2877 | 152664.612 | 114788.7552 | 37875.8568 |
Total P&L (%) | 281.1985 | 69.6423 | 211.5563 | 152.6646 | 114.7888 | 37.8759 |
Avg Daily Profit (%) | 0.1896 | 0.047 | 0.1426 | 0.0625 | 0.0516 | 0.0217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170543 | -86192 | -108346 | -582928 | -303433 | -369770 |
Profit Factor | 1.3322 | 1.1701 | 1.4841 | 1.0771 | 1.1285 | 1.0349 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 56.4516 | 51.6129 | 61.2903 | 56.4516 | 51.6129 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.0277 | 1.097 | 0.9373 | 0.8309 | 1.058 | 0.6536 |
Largest Winning Trade | 59619 | 38538 | 59619 | 146593 | 146593 | 83737 |
Largest Losing Trade | -33388 | -33292 | -33388 | -145510 | -138985 | -145510 |
Avg Bars in Trades | 94 | 83 | 105 | 94 | 83 | 105 |
Avg Bars in Winners | 83 | 66 | 97 | 83 | 66 | 97 |
Avg Bars in Losers | 108 | 101 | 117 | 108 | 101 | 117 |
Bars Traded | 17541 | 7733 | 9808 | 17541 | 7733 | 9808 |
Profit Streak | 0 | 0 | 17.2622 | 0 | 0 | 17.2622 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346429 | -163758 | -1353 | -244999 | -203342 | -348445 |
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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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