Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359627.167 | 109928.5683 | 249698.5987 | 399298.3479 | 20356.1962 | 378942.1517 |
Total P&L (%) | 359.6272 | 109.9286 | 249.6986 | 399.2983 | 20.3562 | 378.9422 |
Avg Daily Profit (%) | 0.2242 | 0.0685 | 0.1556 | 0.1003 | 0.0116 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123221 | -93480 | -99596 | -275385 | -296796 | -244224 |
Profit Factor | 1.3882 | 1.2087 | 1.6248 | 1.2026 | 1.0183 | 1.442 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 100 | 44 | 56 | 100 | 44 | 56 |
Losing Trades | 146 | 79 | 67 | 146 | 79 | 67 |
Profitability (%) | 40.6504 | 35.7724 | 45.5285 | 40.6504 | 35.7724 | 45.5285 |
Ratio Avg Win / Avg Loss | 2.0268 | 2.1702 | 1.944 | 1.7559 | 1.8283 | 1.7253 |
Largest Winning Trade | 90066 | 90066 | 35598 | 134264 | 128734 | 134264 |
Largest Losing Trade | -46164 | -46164 | -19816 | -73028 | -66747 | -73028 |
Avg Bars in Trades | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Winners | 118 | 121 | 116 | 118 | 121 | 116 |
Avg Bars in Losers | 49 | 55 | 41 | 49 | 55 | 41 |
Bars Traded | 19057 | 9769 | 9288 | 19057 | 9769 | 9288 |
Profit Streak | 11.3987 | 0 | 12.482 | 11.3987 | 0 | 12.482 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282481 | -106569 | 322834 | -60213 | -389119 | -61848 |
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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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