Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140506.8687 | 54984.935 | 85521.9337 | 148432.9945 | 55.2254 | 148377.7691 |
Total P&L (%) | 140.5069 | 54.9849 | 85.5219 | 148.433 | 0.0552 | 148.3778 |
Avg Daily Profit (%) | 0.2122 | 0.083 | 0.1292 | 0.1375 | 0.0001 | 0.1375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63367 | -69677 | -26144 | -203540 | -219714 | -44587 |
Profit Factor | 1.3525 | 1.2325 | 1.5277 | 1.1775 | 1.0001 | 1.4466 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 46.7391 | 46.7391 | 46.7391 | 46.7391 | 46.7391 | 46.7391 |
Ratio Avg Win / Avg Loss | 1.5412 | 1.4044 | 1.7408 | 1.3418 | 1.1397 | 1.6484 |
Largest Winning Trade | 32583 | 32583 | 21606 | 80919 | 80919 | 44846 |
Largest Losing Trade | -17818 | -17818 | -9649 | -69074 | -69074 | -30351 |
Avg Bars in Trades | 84 | 111 | 57 | 84 | 111 | 57 |
Avg Bars in Winners | 108 | 142 | 74 | 108 | 142 | 74 |
Avg Bars in Losers | 63 | 84 | 42 | 63 | 84 | 42 |
Bars Traded | 15517 | 10259 | 5258 | 15517 | 10259 | 5258 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317387 | -85101 | -19687 | -35125 | -580576 | -9069 |
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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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