Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380825.311 | 297226.9024 | 83598.4086 | 445939.0298 | 260712.9833 | 185226.0465 |
Total P&L (%) | 380.8253 | 297.2269 | 83.5984 | 445.939 | 260.713 | 185.226 |
Avg Daily Profit (%) | 0.3656 | 0.2853 | 0.0803 | 0.1631 | 0.1232 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93643 | -54193 | -54915 | -240989 | -170181 | -203877 |
Profit Factor | 1.6615 | 2.0044 | 1.2988 | 1.2821 | 1.323 | 1.2395 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 38.4106 | 35.5263 | 41.3333 | 38.4106 | 35.5263 | 41.3333 |
Ratio Avg Win / Avg Loss | 2.6642 | 3.6376 | 1.8435 | 2.0558 | 2.4009 | 1.7593 |
Largest Winning Trade | 223632 | 223632 | 56942 | 229930 | 229930 | 152428 |
Largest Losing Trade | -17429 | -17429 | -16971 | -59766 | -50026 | -59766 |
Avg Bars in Trades | 164 | 151 | 176 | 164 | 151 | 176 |
Avg Bars in Winners | 289 | 275 | 301 | 289 | 275 | 301 |
Avg Bars in Losers | 85 | 83 | 88 | 85 | 83 | 88 |
Bars Traded | 24766 | 11525 | 13240 | 24766 | 11525 | 13240 |
Profit Streak | 0 | 0 | 21.5914 | 0 | 0 | 21.5914 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304840 | -42927 | -144391 | 168319 | -82244 | -117534 |
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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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