Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290887.0289 | 222408.213 | 68478.8158 | 109655.2523 | 75100.1803 | 34555.072 |
Total P&L (%) | 290.887 | 222.4082 | 68.4788 | 109.6553 | 75.1002 | 34.5551 |
Avg Daily Profit (%) | 0.2793 | 0.2135 | 0.0657 | 0.0711 | 0.0538 | 0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94394 | -72851 | -42550 | -176433 | -173356 | -99561 |
Profit Factor | 1.5228 | 1.7344 | 1.27 | 1.1236 | 1.1548 | 1.086 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 41.8848 | 40.625 | 43.1579 | 41.8848 | 40.625 | 43.1579 |
Ratio Avg Win / Avg Loss | 2.1129 | 2.5349 | 1.6727 | 1.559 | 1.6878 | 1.4303 |
Largest Winning Trade | 268708 | 268708 | 28478 | 206271 | 206271 | 72522 |
Largest Losing Trade | -20234 | -16187 | -20234 | -48985 | -48985 | -46515 |
Avg Bars in Trades | 128 | 121 | 136 | 128 | 121 | 136 |
Avg Bars in Winners | 177 | 143 | 210 | 177 | 143 | 210 |
Avg Bars in Losers | 93 | 106 | 79 | 93 | 106 | 79 |
Bars Traded | 24623 | 11667 | 12956 | 24623 | 11667 | 12956 |
Profit Streak | 19.0833 | 25.75 | 0 | 19.0833 | 25.75 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333307 | 291636 | -107199 | -183039 | -173122 | -286433 |
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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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