Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210692.7202 | 166213.5328 | 44479.1874 | 153488.6053 | -12812.8677 | 166301.473 |
Total P&L (%) | 210.6927 | 166.2135 | 44.4792 | 153.4886 | -12.8129 | 166.3015 |
Avg Daily Profit (%) | 0.2023 | 0.1596 | 0.0427 | 0.0893 | -0.0132 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113862 | -68458 | -72727 | -193598 | -162752 | -73545 |
Profit Factor | 1.3428 | 1.4311 | 1.1942 | 1.1719 | 0.9792 | 1.5989 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 46.7005 | 44.898 | 48.4848 | 46.7005 | 44.898 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.5325 | 1.7563 | 1.2688 | 1.3375 | 1.2017 | 1.6988 |
Largest Winning Trade | 78965 | 78965 | 21947 | 57763 | 57763 | 42252 |
Largest Losing Trade | -36721 | -36721 | -24745 | -68649 | -68649 | -45444 |
Avg Bars in Trades | 124 | 188 | 61 | 124 | 188 | 61 |
Avg Bars in Winners | 124 | 175 | 78 | 124 | 175 | 78 |
Avg Bars in Losers | 124 | 199 | 45 | 124 | 199 | 45 |
Bars Traded | 24590 | 18479 | 6111 | 24590 | 18479 | 6111 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318427 | 251806 | -145505 | -105414 | -581388 | -65234 |
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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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