Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344277.8129 | 336122.6474 | 8155.1655 | -18085.9923 | 74805.4684 | -92891.4607 |
Total P&L (%) | 344.2778 | 336.1226 | 8.1552 | -18.086 | 74.8055 | -92.8915 |
Avg Daily Profit (%) | 0.1653 | 0.1613 | 0.0039 | -0.0096 | 0.0268 | -0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177650 | -113195 | -132649 | -255481 | -179994 | -201923 |
Profit Factor | 1.2847 | 1.5571 | 1.0135 | 0.9872 | 1.1075 | 0.8711 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 47.9839 | 46.7742 | 49.1935 | 47.9839 | 46.7742 | 49.1935 |
Ratio Avg Win / Avg Loss | 1.3926 | 1.7719 | 1.0467 | 1.0702 | 1.2602 | 0.8997 |
Largest Winning Trade | 223422 | 223422 | 30928 | 102098 | 102098 | 52480 |
Largest Losing Trade | -54620 | -29683 | -54620 | -88112 | -55635 | -88112 |
Avg Bars in Trades | 98 | 105 | 91 | 98 | 105 | 91 |
Avg Bars in Winners | 119 | 121 | 117 | 119 | 121 | 117 |
Avg Bars in Losers | 78 | 90 | 66 | 78 | 90 | 66 |
Bars Traded | 24423 | 13065 | 11358 | 24423 | 13065 | 11358 |
Profit Streak | 20.0471 | 0 | 104.2971 | 20.0471 | 0 | 104.2971 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301796 | 308787 | -558236 | -578042 | -260866 | -579922 |
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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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