Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387920.463 | 210545.3016 | 177375.1614 | 234763.2894 | -16132.6883 | 250895.9777 |
Total P&L (%) | 387.9205 | 210.5453 | 177.3752 | 234.7633 | -16.1327 | 250.896 |
Avg Daily Profit (%) | 0.2227 | 0.1209 | 0.1018 | 0.0694 | -0.0101 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87055 | -109408 | -60721 | -381714 | -301047 | -229980 |
Profit Factor | 1.6482 | 1.5752 | 1.7634 | 1.2372 | 0.973 | 1.638 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 43.299 | 37.5 | 48.9796 | 43.299 | 37.5 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.1584 | 2.6253 | 1.8368 | 1.6202 | 1.6216 | 1.7063 |
Largest Winning Trade | 152598 | 152598 | 67084 | 137935 | 137935 | 133723 |
Largest Losing Trade | -33569 | -33569 | -32261 | -107297 | -102790 | -107297 |
Avg Bars in Trades | 102 | 91 | 113 | 102 | 91 | 113 |
Avg Bars in Winners | 147 | 144 | 149 | 147 | 144 | 149 |
Avg Bars in Losers | 68 | 59 | 78 | 68 | 59 | 78 |
Bars Traded | 9933 | 4393 | 5540 | 9933 | 4393 | 5540 |
Profit Streak | 0 | 175.7332 | 0 | 0 | 175.7332 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309205 | -32178 | -53985 | -101821 | -581416 | -93878 |
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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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