Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441200.0824 | 355624.6259 | 85575.4565 | -100014.2524 | 6404.5782 | -106418.8306 |
Total P&L (%) | 441.2001 | 355.6246 | 85.5755 | -100.0143 | 6.4046 | -106.4188 |
Avg Daily Profit (%) | 0.2775 | 0.2237 | 0.0538 | 0 | 0.0039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160366 | -125038 | -159734 | -120762 | -26517 | -143503 |
Profit Factor | 1.2725 | 1.4321 | 1.1075 | 0.5507 | 1.1111 | 0.3549 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 208 | 100 | 108 | 157 | 83 | 74 |
Losing Trades | 154 | 81 | 73 | 205 | 98 | 107 |
Profitability (%) | 57.4586 | 55.2486 | 59.6685 | 43.3702 | 45.8564 | 40.884 |
Ratio Avg Win / Avg Loss | 0.9421 | 1.16 | 0.7486 | 0.7191 | 1.3119 | 0.5131 |
Largest Winning Trade | 188691 | 188691 | 48101 | 22989 | 22989 | 20743 |
Largest Losing Trade | -100003 | -40873 | -100003 | -103725 | -31093 | -103725 |
Avg Bars in Trades | 12 | 15 | 10 | 12 | 15 | 10 |
Avg Bars in Winners | 10 | 11 | 9 | 15 | 18 | 11 |
Avg Bars in Losers | 15 | 19 | 12 | 11 | 12 | 10 |
Bars Traded | 4681 | 2726 | 1954 | 4681 | 2726 | 1954 |
Profit Streak | 18.8173 | 41.8173 | 18.8173 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401145 | 416439 | -222500 | -581185 | -452657 | -583652 |
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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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