Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217373.8184 | 90347.533 | 127026.2854 | 171002.2258 | -28091.0168 | 199093.2426 |
Total P&L (%) | 217.3738 | 90.3475 | 127.0263 | 171.0022 | -28.091 | 199.0932 |
Avg Daily Profit (%) | 0.1956 | 0.0813 | 0.1143 | 0.0897 | -0.0297 | 0.0986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123446 | -83455 | -73484 | -464209 | -295029 | -221823 |
Profit Factor | 1.2472 | 1.2041 | 1.2908 | 1.0747 | 0.977 | 1.1861 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 214 | 105 | 109 | 214 | 105 | 109 |
Losing Trades | 205 | 105 | 100 | 205 | 105 | 100 |
Profitability (%) | 51.074 | 50 | 52.1531 | 51.074 | 50 | 52.1531 |
Ratio Avg Win / Avg Loss | 1.1947 | 1.2041 | 1.1843 | 1.0295 | 0.977 | 1.0882 |
Largest Winning Trade | 67190 | 67190 | 33506 | 125215 | 114309 | 125215 |
Largest Losing Trade | -30415 | -18967 | -30415 | -96773 | -94223 | -96773 |
Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Winners | 34 | 27 | 40 | 34 | 27 | 40 |
Avg Bars in Losers | 28 | 33 | 22 | 28 | 33 | 22 |
Bars Traded | 13084 | 6477 | 6607 | 13084 | 6477 | 6607 |
Profit Streak | 0 | 0 | 7.4825 | 0 | 0 | 7.4825 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348254 | -84368 | -37996 | -209173 | -580234 | -74735 |
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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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