Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353712.2521 | 130559.7754 | 223152.4767 | 549724.0489 | 122017.123 | 427706.9259 |
Total P&L (%) | 353.7123 | 130.5598 | 223.1525 | 549.724 | 122.0171 | 427.7069 |
Avg Daily Profit (%) | 0.3433 | 0.1267 | 0.2166 | 0.1818 | 0.0774 | 0.1616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96608 | -73112 | -73225 | -350247 | -237709 | -192580 |
Profit Factor | 1.4444 | 1.2794 | 1.679 | 1.326 | 1.12 | 1.6388 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 52.2843 | 50 | 54.5455 | 52.2843 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3182 | 1.2794 | 1.3991 | 1.2101 | 1.12 | 1.3656 |
Largest Winning Trade | 78979 | 78979 | 35901 | 140901 | 137549 | 140901 |
Largest Losing Trade | -28706 | -28706 | -24192 | -132930 | -132930 | -85164 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 2988 | 1495 | 1493 | 2988 | 1495 | 1493 |
Profit Streak | 30.9481 | 35.9481 | 30.9481 | 30.9481 | 35.9481 | 30.9481 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467537 | -22470 | 427307 | 406803 | -176634 | 407587 |
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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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