Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472148.0953 | 441297.809 | 30850.2863 | 114634.5213 | 68168.1772 | 46466.3441 |
Total P&L (%) | 472.1481 | 441.2978 | 30.8503 | 114.6345 | 68.1682 | 46.4663 |
Avg Daily Profit (%) | 0.1889 | 0.1765 | 0.0123 | 0.0306 | 0.0208 | 0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140931 | -70508 | -148148 | -268128 | -206189 | -141588 |
Profit Factor | 1.4365 | 1.9851 | 1.0487 | 1.0674 | 1.0835 | 1.0526 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 54.9223 | 53.6082 | 56.25 | 54.9223 | 53.6082 | 56.25 |
Ratio Avg Win / Avg Loss | 1.179 | 1.7179 | 0.8156 | 0.8761 | 0.9376 | 0.8187 |
Largest Winning Trade | 85252 | 85252 | 58240 | 108707 | 108707 | 84940 |
Largest Losing Trade | -50793 | -44119 | -50793 | -116525 | -106194 | -116525 |
Avg Bars in Trades | 50 | 35 | 66 | 50 | 35 | 66 |
Avg Bars in Winners | 51 | 34 | 66 | 51 | 34 | 66 |
Avg Bars in Losers | 49 | 35 | 65 | 49 | 35 | 65 |
Bars Traded | 9773 | 3430 | 6343 | 9773 | 3430 | 6343 |
Profit Streak | 0 | 0 | 25.6105 | 0 | 0 | 25.6105 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363338 | 409115 | -346493 | -298474 | -295425 | -336943 |
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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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