Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458990.427 | 408582.4134 | 50408.0136 | 167720.2054 | 146746.1846 | 20974.0207 |
Total P&L (%) | 458.9904 | 408.5824 | 50.408 | 167.7202 | 146.7462 | 20.974 |
Avg Daily Profit (%) | 0.2204 | 0.1962 | 0.0242 | 0.0473 | 0.0434 | 0.0091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186868 | -135488 | -91397 | -1131612 | -759258 | -681209 |
Profit Factor | 1.4708 | 1.8755 | 1.0992 | 1.0434 | 1.0839 | 1.0099 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Profitability (%) | 39.1509 | 34.9057 | 43.3962 | 39.1509 | 34.9057 | 43.3962 |
Ratio Avg Win / Avg Loss | 2.2859 | 3.4976 | 1.4337 | 1.6217 | 2.0213 | 1.3173 |
Largest Winning Trade | 219123 | 219123 | 48040 | 405954 | 319915 | 405954 |
Largest Losing Trade | -33547 | -25330 | -33547 | -323859 | -141226 | -323859 |
Avg Bars in Trades | 116 | 117 | 116 | 116 | 117 | 116 |
Avg Bars in Winners | 184 | 196 | 173 | 184 | 196 | 173 |
Avg Bars in Losers | 73 | 74 | 71 | 73 | 74 | 71 |
Bars Traded | 24746 | 12447 | 12299 | 24746 | 12447 | 12299 |
Profit Streak | 106.3669 | 106.3669 | 141.6169 | 106.3669 | 106.3669 | 141.6169 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302153 | 228999 | -274739 | -303018 | -266879 | -397915 |
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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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