Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344430.3822 | 222533.376 | 121897.0062 | 166687.8269 | 162048.8394 | 4638.9875 |
Total P&L (%) | 344.4304 | 222.5334 | 121.897 | 166.6878 | 162.0488 | 4.639 |
Avg Daily Profit (%) | 0.2523 | 0.163 | 0.0893 | 0.0719 | 0.0706 | 0.0033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118361 | -92367 | -66494 | -243506 | -191929 | -201366 |
Profit Factor | 1.4394 | 1.5467 | 1.3235 | 1.1341 | 1.2601 | 1.0075 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 44.9664 | 39.1892 | 50.6667 | 44.9664 | 39.1892 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.7616 | 2.4 | 1.2886 | 1.388 | 1.9553 | 0.981 |
Largest Winning Trade | 135377 | 135377 | 38317 | 124018 | 124018 | 56060 |
Largest Losing Trade | -39557 | -27063 | -39557 | -58853 | -41168 | -58853 |
Avg Bars in Trades | 109 | 103 | 115 | 109 | 103 | 115 |
Avg Bars in Winners | 166 | 165 | 168 | 166 | 165 | 168 |
Avg Bars in Losers | 62 | 63 | 61 | 62 | 63 | 61 |
Bars Traded | 16308 | 7649 | 8659 | 16308 | 7649 | 8659 |
Profit Streak | 0 | 40.1954 | 0 | 0 | 40.1954 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307862 | -57667 | -130374 | -171561 | -165390 | -624991 |
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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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