Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157843.1565 | 49492.9471 | 108350.2094 | 174608.0801 | -251.1753 | 174859.2554 |
Total P&L (%) | 157.8432 | 49.4929 | 108.3502 | 174.6081 | -0.2512 | 174.8593 |
Avg Daily Profit (%) | 0.3031 | 0.095 | 0.208 | 0.1941 | -0.0005 | 0.1943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82968 | -94444 | -17794 | -284758 | -323355 | -74306 |
Profit Factor | 1.3833 | 1.169 | 1.9107 | 1.1712 | 0.9996 | 1.5486 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 67.1717 | 66.6667 | 67.6768 | 67.1717 | 66.6667 | 67.6768 |
Ratio Avg Win / Avg Loss | 0.676 | 0.5845 | 0.9126 | 0.5724 | 0.4998 | 0.7396 |
Largest Winning Trade | 32704 | 32704 | 14814 | 46925 | 46925 | 45741 |
Largest Losing Trade | -29964 | -29964 | -17794 | -105377 | -105377 | -74306 |
Avg Bars in Trades | 123 | 189 | 58 | 123 | 189 | 58 |
Avg Bars in Winners | 89 | 127 | 51 | 89 | 127 | 51 |
Avg Bars in Losers | 195 | 313 | 73 | 195 | 313 | 73 |
Bars Traded | 24520 | 18735 | 5785 | 24520 | 18735 | 5785 |
Profit Streak | 0 | 10.9586 | 0 | 0 | 10.9586 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364382 | -101564 | 369004 | -23592 | -578556 | 331889 |
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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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