Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390484.846 | 348365.7736 | 42119.0724 | 172029.4431 | 102586.5277 | 69442.9154 |
Total P&L (%) | 390.4848 | 348.3658 | 42.1191 | 172.0294 | 102.5865 | 69.4429 |
Avg Daily Profit (%) | 0.156 | 0.1391 | 0.0168 | 0.04 | 0.0282 | 0.0211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99542 | -69635 | -139899 | -181023 | -120054 | -108742 |
Profit Factor | 1.4168 | 2.0589 | 1.0693 | 1.1919 | 1.297 | 1.1261 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 51.2048 | 53.012 | 49.3976 | 51.2048 | 53.012 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.3501 | 1.8249 | 1.0954 | 1.1358 | 1.1496 | 1.1535 |
Largest Winning Trade | 113869 | 113869 | 55570 | 89271 | 47863 | 89271 |
Largest Losing Trade | -59714 | -24074 | -59714 | -43677 | -36125 | -43677 |
Avg Bars in Trades | 43 | 28 | 59 | 43 | 28 | 59 |
Avg Bars in Winners | 41 | 24 | 60 | 41 | 24 | 60 |
Avg Bars in Losers | 45 | 32 | 58 | 45 | 32 | 58 |
Bars Traded | 7259 | 2354 | 4905 | 7259 | 2354 | 4905 |
Profit Streak | 0 | 0 | 49.1496 | 0 | 0 | 49.1496 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326445 | -3033 | -316729 | -147876 | -154802 | -246615 |
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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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