Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301799.636 | 184162.0058 | 117637.6302 | 985414.4205 | 740736.2577 | 244678.1628 |
Total P&L (%) | 301.7996 | 184.162 | 117.6376 | 985.4144 | 740.7363 | 244.6782 |
Avg Daily Profit (%) | 0.5795 | 0.3536 | 0.2259 | 0.4589 | 0.4096 | 0.2379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20425 | -24757 | -21908 | -245368 | -150282 | -264730 |
Profit Factor | 2.2481 | 2.5603 | 1.9504 | 1.7131 | 2.2329 | 1.3133 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 47.9675 | 46.7742 | 49.1803 | 47.9675 | 46.7742 | 49.1803 |
Ratio Avg Win / Avg Loss | 2.4386 | 2.9135 | 2.0154 | 1.8583 | 2.5408 | 1.3571 |
Largest Winning Trade | 52812 | 52812 | 32236 | 303825 | 303825 | 245208 |
Largest Losing Trade | -14186 | -14186 | -13787 | -126118 | -86957 | -126118 |
Avg Bars in Trades | 197 | 187 | 208 | 197 | 187 | 208 |
Avg Bars in Winners | 296 | 285 | 308 | 296 | 285 | 308 |
Avg Bars in Losers | 106 | 100 | 113 | 106 | 100 | 113 |
Bars Traded | 24348 | 11602 | 12746 | 24348 | 11602 | 12746 |
Profit Streak | 8.7175 | 28.3009 | 0 | 8.7175 | 28.3009 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532088 | -141179 | -151021 | 472821 | -140915 | -154458 |
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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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