Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303098.4942 | 239292.7487 | 63805.7455 | 179469.4366 | 62959.15 | 116510.2866 |
Total P&L (%) | 303.0985 | 239.2927 | 63.8057 | 179.4694 | 62.9592 | 116.5103 |
Avg Daily Profit (%) | 0.582 | 0.4594 | 0.1225 | 0.1975 | 0.0938 | 0.1484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49833 | -59245 | -22158 | -190946 | -214478 | -75419 |
Profit Factor | 1.8419 | 2.1749 | 1.408 | 1.1864 | 1.1148 | 1.2814 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 41.7085 | 37.3737 | 46 | 41.7085 | 37.3737 | 46 |
Ratio Avg Win / Avg Loss | 2.5742 | 3.6445 | 1.6529 | 1.6581 | 1.868 | 1.5042 |
Largest Winning Trade | 307596 | 307596 | 25042 | 285554 | 285554 | 76291 |
Largest Losing Trade | -13991 | -13991 | -12197 | -61831 | -61831 | -41354 |
Avg Bars in Trades | 123 | 102 | 143 | 123 | 102 | 143 |
Avg Bars in Winners | 184 | 169 | 196 | 184 | 169 | 196 |
Avg Bars in Losers | 79 | 63 | 98 | 79 | 63 | 98 |
Bars Traded | 24516 | 10186 | 14330 | 24516 | 10186 | 14330 |
Profit Streak | 10.1682 | 0 | 23.3349 | 10.1682 | 0 | 23.3349 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442395 | 295457 | -29396 | -8851 | -167160 | 172737 |
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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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