Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230712.635 | 209662.6444 | 21049.9907 | 42355.7452 | -134994.1223 | 177349.8676 |
Total P&L (%) | 230.7126 | 209.6626 | 21.05 | 42.3557 | -134.9941 | 177.3499 |
Avg Daily Profit (%) | 0.2215 | 0.2013 | 0.0202 | 0.0339 | 0 | 0.098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157541 | -152846 | -44506 | -783728 | -814238 | -108291 |
Profit Factor | 1.3085 | 1.4001 | 1.0941 | 1.0184 | 0.9233 | 1.3314 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 46.1538 | 42.8571 | 49.4505 | 46.1538 | 42.8571 | 49.4505 |
Ratio Avg Win / Avg Loss | 1.5266 | 1.8668 | 1.1184 | 1.1882 | 1.2311 | 1.361 |
Largest Winning Trade | 113588 | 113588 | 23744 | 210228 | 210228 | 131722 |
Largest Losing Trade | -49528 | -49528 | -17214 | -203978 | -203978 | -80685 |
Avg Bars in Trades | 134 | 210 | 59 | 134 | 210 | 59 |
Avg Bars in Winners | 159 | 259 | 73 | 159 | 259 | 73 |
Avg Bars in Losers | 112 | 173 | 45 | 112 | 173 | 45 |
Bars Traded | 24486 | 19110 | 5376 | 24486 | 19110 | 5376 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306328 | 228591 | -289634 | -350383 | -582200 | -62411 |
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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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