Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184200.2715 | 24522.3292 | 159677.9423 | 10110.943 | -224114.6953 | 234225.6383 |
Total P&L (%) | 184.2003 | 24.5223 | 159.6779 | 10.1109 | -224.1147 | 234.2256 |
Avg Daily Profit (%) | 0.1792 | 0.0239 | 0.1553 | 0.0094 | 0 | 0.1174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149423 | -156158 | -21256 | -348376 | -420122 | -27841 |
Profit Factor | 1.2145 | 1.0338 | 2.2068 | 1.0071 | 0.823 | 2.5019 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 288 | 151 | 137 | 288 | 151 | 137 |
Losing Trades | 103 | 44 | 59 | 103 | 44 | 59 |
Profitability (%) | 73.6573 | 77.4359 | 69.898 | 73.6573 | 77.4359 | 69.898 |
Ratio Avg Win / Avg Loss | 0.4344 | 0.3012 | 0.9504 | 0.3602 | 0.2398 | 1.0775 |
Largest Winning Trade | 30592 | 30592 | 14292 | 41819 | 41819 | 30476 |
Largest Losing Trade | -54927 | -54927 | -15842 | -137581 | -137581 | -15489 |
Avg Bars in Trades | 31 | 58 | 3 | 31 | 58 | 3 |
Avg Bars in Winners | 13 | 22 | 2 | 13 | 22 | 2 |
Avg Bars in Losers | 81 | 180 | 6 | 81 | 180 | 6 |
Bars Traded | 12198 | 11428 | 770 | 12198 | 11428 | 770 |
Profit Streak | 0 | 18.0075 | 0 | 0 | 18.0075 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376149 | -344330 | 431582 | -551905 | -575179 | -29236 |
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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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