Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425106.898 | 362676.5025 | 62430.3955 | 90452.4399 | -14705.1727 | 105157.6126 |
Total P&L (%) | 425.1069 | 362.6765 | 62.4304 | 90.4524 | -14.7052 | 105.1576 |
Avg Daily Profit (%) | 0.4161 | 0.355 | 0.0611 | 0.0631 | -0.0156 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196807 | -184719 | -92066 | -674631 | -609142 | -143272 |
Profit Factor | 1.6569 | 1.8126 | 1.3109 | 1.0751 | 0.984 | 1.3665 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 45.6 | 38.7097 | 52.381 | 45.6 | 38.7097 | 52.381 |
Ratio Avg Win / Avg Loss | 1.9767 | 2.8699 | 1.1917 | 1.2826 | 1.558 | 1.2423 |
Largest Winning Trade | 290977 | 290977 | 22765 | 293226 | 293226 | 88542 |
Largest Losing Trade | -40702 | -40702 | -29473 | -166790 | -166790 | -54637 |
Avg Bars in Trades | 91 | 127 | 56 | 91 | 127 | 56 |
Avg Bars in Winners | 101 | 149 | 66 | 101 | 149 | 66 |
Avg Bars in Losers | 82 | 113 | 44 | 82 | 113 | 44 |
Bars Traded | 11443 | 7896 | 3547 | 11443 | 7896 | 3547 |
Profit Streak | 0 | 110.0988 | 0 | 0 | 110.0988 | 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 | 404145 | -145902 | -258064 | -248026 | -736286 | -244879 |
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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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