Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90032.9651 | 13664.2017 | 76368.7634 | 39487.2968 | -97908.0338 | 137395.3306 |
Total P&L (%) | 90.033 | 13.6642 | 76.3688 | 39.4873 | -97.908 | 137.3953 |
Avg Daily Profit (%) | 0.1729 | 0.0262 | 0.1466 | 0.0639 | -0.7397 | 0.1661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92169 | -94159 | -59758 | -230319 | -248484 | -154792 |
Profit Factor | 1.1556 | 1.0434 | 1.2893 | 1.0345 | 0.8517 | 1.2829 |
Total Trades | 447 | 223 | 224 | 447 | 223 | 224 |
Winning Trades | 359 | 173 | 186 | 359 | 173 | 186 |
Losing Trades | 88 | 50 | 38 | 88 | 50 | 38 |
Profitability (%) | 80.3132 | 77.5785 | 83.0357 | 80.3132 | 77.5785 | 83.0357 |
Ratio Avg Win / Avg Loss | 0.2833 | 0.3016 | 0.2634 | 0.2536 | 0.2461 | 0.2621 |
Largest Winning Trade | 17205 | 17205 | 10421 | 27764 | 20781 | 27764 |
Largest Losing Trade | -29650 | -25954 | -29650 | -77048 | -77048 | -59732 |
Avg Bars in Trades | 54 | 53 | 56 | 54 | 53 | 56 |
Avg Bars in Winners | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Losers | 175 | 163 | 191 | 175 | 163 | 191 |
Bars Traded | 24557 | 11823 | 12734 | 24557 | 11823 | 12734 |
Profit Streak | 0 | 9.6641 | 0 | 0 | 9.6641 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37950 | -378868 | 190191 | -288444 | -575615 | 355552 |
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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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