Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342883.5068 | 238036.3628 | 104847.144 | 146224.5662 | 420042.4239 | -273817.8577 |
Total P&L (%) | 342.8835 | 238.0364 | 104.8471 | 146.2246 | 420.0424 | -273.8179 |
Avg Daily Profit (%) | 0.2409 | 0.1672 | 0.0737 | 0.0633 | 0.1159 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122877 | -64207 | -134838 | -913519 | -232607 | -924421 |
Profit Factor | 1.3653 | 1.4953 | 1.2289 | 1.0431 | 1.2768 | 0.8541 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 59.0717 | 56.7797 | 61.3445 | 59.0717 | 56.7797 | 61.3445 |
Ratio Avg Win / Avg Loss | 0.946 | 1.1382 | 0.7744 | 0.7227 | 0.9719 | 0.5382 |
Largest Winning Trade | 110922 | 110922 | 41408 | 229525 | 229525 | 178004 |
Largest Losing Trade | -52797 | -38497 | -52797 | -297943 | -110330 | -297943 |
Avg Bars in Trades | 70 | 74 | 66 | 70 | 74 | 66 |
Avg Bars in Winners | 77 | 84 | 71 | 77 | 84 | 71 |
Avg Bars in Losers | 60 | 61 | 59 | 60 | 61 | 59 |
Bars Traded | 16728 | 8794 | 7934 | 16728 | 8794 | 7934 |
Profit Streak | 35.7035 | 35.7035 | 55.8701 | 35.7035 | 35.7035 | 55.8701 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383113 | 352768 | -93988 | -279339 | -38837 | -578143 |
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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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