Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530787.9185 | 407868.89 | 122919.0284 | 163177.9693 | 39273.251 | 123904.7183 |
Total P&L (%) | 530.7879 | 407.8689 | 122.919 | 163.178 | 39.2733 | 123.9047 |
Avg Daily Profit (%) | 0.279 | 0.2144 | 0.0646 | 0.0509 | 0.0174 | 0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167496 | -82311 | -102224 | -346937 | -169547 | -213436 |
Profit Factor | 1.5046 | 1.7809 | 1.2321 | 1.0819 | 1.0405 | 1.1212 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 47.6684 | 45.3608 | 50 | 47.6684 | 45.3608 | 50 |
Ratio Avg Win / Avg Loss | 1.6518 | 2.1451 | 1.2321 | 1.1877 | 1.2533 | 1.1212 |
Largest Winning Trade | 299276 | 299276 | 50036 | 113824 | 113824 | 99134 |
Largest Losing Trade | -42761 | -31772 | -42761 | -91161 | -62732 | -91161 |
Avg Bars in Trades | 116 | 97 | 136 | 116 | 97 | 136 |
Avg Bars in Winners | 136 | 109 | 161 | 136 | 109 | 161 |
Avg Bars in Losers | 98 | 88 | 110 | 98 | 88 | 110 |
Bars Traded | 22550 | 9481 | 13069 | 22550 | 9481 | 13069 |
Profit Streak | 5.0283 | 5.0283 | 13.1116 | 5.0283 | 5.0283 | 13.1116 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448082 | 350588 | -105794 | -254176 | -349287 | -222361 |
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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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