Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296030.8841 | 291871.1301 | 4159.7539 | -62175.8364 | 29347.9556 | -91523.792 |
Total P&L (%) | 296.0309 | 291.8711 | 4.1598 | -62.1758 | 29.348 | -91.5238 |
Avg Daily Profit (%) | 0.1592 | 0.157 | 0.0022 | -0.0523 | 0.0138 | -0.1326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140461 | -102008 | -157460 | -172465 | -81250 | -155848 |
Profit Factor | 1.2552 | 1.744 | 1.0054 | 0.8911 | 1.1564 | 0.7612 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Losing Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Profitability (%) | 60.1093 | 65.2174 | 54.9451 | 60.1093 | 65.2174 | 54.9451 |
Ratio Avg Win / Avg Loss | 0.833 | 0.9301 | 0.8244 | 0.5914 | 0.6167 | 0.6242 |
Largest Winning Trade | 69132 | 61530 | 69132 | 72742 | 38881 | 72742 |
Largest Losing Trade | -71067 | -32993 | -71067 | -94494 | -44235 | -94494 |
Avg Bars in Trades | 39 | 24 | 54 | 39 | 24 | 54 |
Avg Bars in Winners | 38 | 22 | 57 | 38 | 22 | 57 |
Avg Bars in Losers | 39 | 26 | 50 | 39 | 26 | 50 |
Bars Traded | 7183 | 2220 | 4963 | 7183 | 2220 | 4963 |
Profit Streak | 0 | 0 | 51.6325 | 0 | 0 | 51.6325 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276654 | 360049 | -570515 | -578509 | -225479 | -579460 |
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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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