Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347955.5109 | 208497.893 | 139457.6179 | 428214.0333 | 316272.6692 | 111941.3642 |
Total P&L (%) | 347.9555 | 208.4979 | 139.4576 | 428.214 | 316.2727 | 111.9414 |
Avg Daily Profit (%) | 0.2547 | 0.1526 | 0.1021 | 0.1219 | 0.1045 | 0.055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124250 | -91957 | -74716 | -209927 | -163033 | -171888 |
Profit Factor | 1.4256 | 1.4397 | 1.406 | 1.352 | 1.454 | 1.2153 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Profitability (%) | 41.3934 | 41.8033 | 40.9836 | 41.3934 | 41.8033 | 40.9836 |
Ratio Avg Win / Avg Loss | 2.0184 | 2.0043 | 2.0247 | 1.9142 | 2.0242 | 1.75 |
Largest Winning Trade | 97715 | 97715 | 47785 | 148246 | 148246 | 69796 |
Largest Losing Trade | -40603 | -23266 | -40603 | -47708 | -35626 | -47708 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 49 | 40 | 59 | 49 | 40 | 59 |
Avg Bars in Losers | 20 | 27 | 14 | 20 | 27 | 14 |
Bars Traded | 8004 | 3962 | 4042 | 8004 | 3962 | 4042 |
Profit Streak | 43.1524 | 43.1524 | 44.9858 | 43.1524 | 43.1524 | 44.9858 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342799 | 246035 | -57157 | -29270 | -53822 | -121108 |
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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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