Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526459.834 | 358007.376 | 168452.4581 | 894838.2679 | 159489.8907 | 735348.3773 |
Total P&L (%) | 526.4598 | 358.0074 | 168.4525 | 894.8383 | 159.4899 | 735.3484 |
Avg Daily Profit (%) | 0.2527 | 0.1718 | 0.0809 | 0.1103 | 0.0458 | 0.1019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87089 | -76032 | -74640 | -896700 | -798193 | -332560 |
Profit Factor | 1.5854 | 1.7445 | 1.4026 | 1.1707 | 1.053 | 1.329 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 40 | 36.6667 | 43.3333 | 40 | 36.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.3781 | 3.0132 | 1.8342 | 1.756 | 1.8189 | 1.7379 |
Largest Winning Trade | 105619 | 105619 | 42672 | 442839 | 442839 | 228407 |
Largest Losing Trade | -44355 | -44355 | -35559 | -297770 | -297770 | -160748 |
Avg Bars in Trades | 137 | 142 | 132 | 137 | 142 | 132 |
Avg Bars in Winners | 210 | 223 | 198 | 210 | 223 | 198 |
Avg Bars in Losers | 89 | 95 | 81 | 89 | 95 | 81 |
Bars Traded | 24764 | 12841 | 11923 | 24764 | 12841 | 11923 |
Profit Streak | 21.9549 | 0 | 23.3716 | 21.9549 | 0 | 23.3716 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325091 | 186792 | -85535 | -79344 | -298346 | -57456 |
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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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