Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192531.7144 | 155220.0691 | 37311.6453 | 55735.9092 | -5334.3072 | 61070.2164 |
Total P&L (%) | 192.5317 | 155.2201 | 37.3116 | 55.7359 | -5.3343 | 61.0702 |
Avg Daily Profit (%) | 0.1848 | 0.149 | 0.0358 | 0.0425 | -0.0053 | 0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131642 | -137366 | -25158 | -535694 | -513960 | -122464 |
Profit Factor | 1.4405 | 1.495 | 1.3022 | 1.0425 | 0.9944 | 1.1741 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 52.7559 | 44.4444 | 60.9375 | 52.7559 | 44.4444 | 60.9375 |
Ratio Avg Win / Avg Loss | 1.29 | 1.8688 | 0.8347 | 0.9336 | 1.2431 | 0.7526 |
Largest Winning Trade | 154113 | 154113 | 11691 | 293991 | 293991 | 41254 |
Largest Losing Trade | -39166 | -39166 | -15786 | -239486 | -239486 | -61883 |
Avg Bars in Trades | 192 | 355 | 31 | 192 | 355 | 31 |
Avg Bars in Winners | 208 | 458 | 29 | 208 | 458 | 29 |
Avg Bars in Losers | 173 | 273 | 34 | 173 | 273 | 34 |
Bars Traded | 24390 | 22382 | 2008 | 24390 | 22382 | 2008 |
Profit Streak | 0 | 10.8484 | 0 | 0 | 10.8484 | 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 | 328611 | -140212 | -286840 | -311787 | -727585 | -300790 |
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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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