Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84306.2276 | 28763.7249 | 55542.5027 | 58475.4664 | -23594.1747 | 82069.6411 |
Total P&L (%) | 84.3062 | 28.7637 | 55.5425 | 58.4755 | -23.5942 | 82.0696 |
Avg Daily Profit (%) | 0.1619 | 0.0552 | 0.1066 | 0.0884 | -0.0517 | 0.1151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62811 | -73686 | -11676 | -178314 | -206951 | -37852 |
Profit Factor | 1.2927 | 1.1276 | 1.8883 | 1.1044 | 0.9468 | 1.7057 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 71.8919 | 72.8261 | 70.9677 | 71.8919 | 72.8261 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.5054 | 0.4207 | 0.7725 | 0.4318 | 0.3533 | 0.6978 |
Largest Winning Trade | 22723 | 22723 | 9023 | 32398 | 32398 | 13030 |
Largest Losing Trade | -34640 | -34640 | -11022 | -94992 | -94992 | -30052 |
Avg Bars in Trades | 131 | 238 | 25 | 131 | 238 | 25 |
Avg Bars in Winners | 54 | 90 | 17 | 54 | 90 | 17 |
Avg Bars in Losers | 328 | 634 | 45 | 328 | 634 | 45 |
Bars Traded | 24288 | 21916 | 2373 | 24288 | 21916 | 2373 |
Profit Streak | 0 | 8.6733 | 0 | 0 | 8.6733 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320600 | -201244 | -48375 | -179787 | -577748 | -36463 |
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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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