Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461809.7716 | 378467.1028 | 83342.6687 | 264859.4475 | 649154.1062 | -384294.6587 |
Total P&L (%) | 461.8098 | 378.4671 | 83.3427 | 264.8594 | 649.1541 | -384.2947 |
Avg Daily Profit (%) | 0.2449 | 0.2007 | 0.0442 | 0.0687 | 0.1068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149857 | -106261 | -87676 | -1443573 | -685669 | -836367 |
Profit Factor | 1.5381 | 1.9471 | 1.1817 | 1.076 | 1.4222 | 0.8028 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 42.9348 | 40.2174 | 45.6522 | 42.9348 | 40.2174 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.0443 | 2.8944 | 1.4068 | 1.4301 | 2.114 | 0.9557 |
Largest Winning Trade | 254730 | 254730 | 45147 | 811966 | 811966 | 175267 |
Largest Losing Trade | -34331 | -20483 | -34331 | -364164 | -174528 | -364164 |
Avg Bars in Trades | 120 | 100 | 139 | 120 | 100 | 139 |
Avg Bars in Winners | 194 | 156 | 227 | 194 | 156 | 227 |
Avg Bars in Losers | 64 | 63 | 65 | 64 | 63 | 65 |
Bars Traded | 22086 | 9269 | 12817 | 22086 | 9269 | 12817 |
Profit Streak | 42.702 | 43.7853 | 42.702 | 42.702 | 43.7853 | 42.702 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370555 | 295189 | -155980 | -238585 | -51112 | -582225 |
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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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