Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343043.0361 | 260975.5936 | 82067.4425 | 4208.4984 | 163723.1475 | -159514.649 |
Total P&L (%) | 343.043 | 260.9756 | 82.0674 | 4.2085 | 163.7231 | -159.5146 |
Avg Daily Profit (%) | 0.1952 | 0.1485 | 0.0467 | 0.0023 | 0.0552 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301553 | -262565 | -105976 | -452793 | -218801 | -251979 |
Profit Factor | 1.3537 | 1.4643 | 1.2012 | 1.0043 | 1.3561 | 0.6937 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 53.0726 | 50 | 56.1798 | 53.0726 | 50 | 56.1798 |
Ratio Avg Win / Avg Loss | 1.1969 | 1.4643 | 0.9369 | 0.888 | 1.3561 | 0.5411 |
Largest Winning Trade | 186716 | 186716 | 39778 | 299575 | 299575 | 70857 |
Largest Losing Trade | -41952 | -40199 | -41952 | -191175 | -62440 | -191175 |
Avg Bars in Trades | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Winners | 58 | 70 | 47 | 58 | 70 | 47 |
Avg Bars in Losers | 56 | 46 | 67 | 56 | 46 | 67 |
Bars Traded | 10272 | 5271 | 5001 | 10272 | 5271 | 5001 |
Profit Streak | 0 | 0 | 30.8555 | 0 | 0 | 30.8555 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335795 | 214519 | -131706 | -571593 | -119104 | -579753 |
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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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