Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218899.1158 | 111248.9708 | 107650.145 | 197496.8768 | 9345.9899 | 188150.8869 |
Total P&L (%) | 218.8991 | 111.249 | 107.6501 | 197.4969 | 9.346 | 188.1509 |
Avg Daily Profit (%) | 0.2102 | 0.1068 | 0.1033 | 0.1047 | 0.0086 | 0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71070 | -73137 | -72257 | -367345 | -405798 | -376003 |
Profit Factor | 1.3938 | 1.3928 | 1.3949 | 1.0757 | 1.0072 | 1.1431 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 57.8313 | 54.2169 | 61.4458 | 57.8313 | 54.2169 | 61.4458 |
Ratio Avg Win / Avg Loss | 1.0163 | 1.1761 | 0.8752 | 0.7844 | 0.8505 | 0.7173 |
Largest Winning Trade | 55634 | 55634 | 38823 | 155436 | 139426 | 155436 |
Largest Losing Trade | -43514 | -15636 | -43514 | -206878 | -81562 | -206878 |
Avg Bars in Trades | 146 | 122 | 170 | 146 | 122 | 170 |
Avg Bars in Winners | 162 | 122 | 197 | 162 | 122 | 197 |
Avg Bars in Losers | 124 | 122 | 127 | 124 | 122 | 127 |
Bars Traded | 24327 | 10185 | 14142 | 24327 | 10185 | 14142 |
Profit Streak | 0 | 0 | 76.7358 | 0 | 0 | 76.7358 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368992 | -49535 | -53616 | -190189 | -561178 | -119624 |
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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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