Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196686.2224 | 10424.6273 | 186261.595 | 18468.323 | -10879.4258 | 29347.7488 |
Total P&L (%) | 196.6862 | 10.4246 | 186.2616 | 18.4683 | -10.8794 | 29.3477 |
Avg Daily Profit (%) | 0.1913 | 0.0101 | 0.1812 | 0.0165 | -0.0112 | 0.025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91254 | -53095 | -91374 | -132480 | -73235 | -136484 |
Profit Factor | 1.3161 | 1.0624 | 1.4093 | 1.0233 | 0.9403 | 1.0481 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 151 | 67 | 84 | 151 | 67 | 84 |
Losing Trades | 74 | 46 | 28 | 74 | 46 | 28 |
Profitability (%) | 67.1111 | 59.292 | 75 | 67.1111 | 59.292 | 75 |
Ratio Avg Win / Avg Loss | 0.645 | 0.7294 | 0.4698 | 0.5015 | 0.6456 | 0.3494 |
Largest Winning Trade | 27899 | 23743 | 27899 | 24924 | 18124 | 24924 |
Largest Losing Trade | -72706 | -16507 | -72706 | -104437 | -28161 | -104437 |
Avg Bars in Trades | 107 | 12 | 203 | 107 | 12 | 203 |
Avg Bars in Winners | 75 | 8 | 128 | 75 | 8 | 128 |
Avg Bars in Losers | 173 | 18 | 427 | 173 | 18 | 427 |
Bars Traded | 24210 | 1430 | 22780 | 24210 | 1430 | 22780 |
Profit Streak | 0 | 0 | 63.4892 | 0 | 0 | 63.4892 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340499 | -484196 | 388118 | -371875 | -579549 | -327601 |
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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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