Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180129.0273 | 77216.4 | 102912.6273 | 279882.902 | 71765.7831 | 208117.119 |
Total P&L (%) | 180.129 | 77.2164 | 102.9126 | 279.8829 | 71.7658 | 208.1171 |
Avg Daily Profit (%) | 0.3459 | 0.1483 | 0.1976 | 0.2566 | 0.1039 | 0.2163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73497 | -47658 | -43244 | -142026 | -88790 | -53236 |
Profit Factor | 1.602 | 1.4476 | 1.8124 | 1.5748 | 1.229 | 2.1994 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 63.2 | 61.9048 | 64.5161 | 63.2 | 61.9048 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.9328 | 0.8908 | 0.9968 | 0.917 | 0.7563 | 1.2097 |
Largest Winning Trade | 26152 | 26152 | 16632 | 48949 | 48949 | 27164 |
Largest Losing Trade | -27651 | -27651 | -25043 | -47457 | -47457 | -31429 |
Avg Bars in Trades | 195 | 204 | 185 | 195 | 204 | 185 |
Avg Bars in Winners | 144 | 144 | 144 | 144 | 144 | 144 |
Avg Bars in Losers | 282 | 302 | 260 | 282 | 302 | 260 |
Bars Traded | 24414 | 12901 | 11513 | 24414 | 12901 | 11513 |
Profit Streak | 0 | 0 | 34.6859 | 0 | 0 | 34.6859 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381452 | -141518 | -143163 | 348304 | -201970 | -140590 |
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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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