Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106852.4041 | 73898.5984 | 32953.8058 | -32622.8087 | 72496.9085 | -105119.7172 |
Total P&L (%) | 106.8524 | 73.8986 | 32.9538 | -32.6228 | 72.4969 | -105.1197 |
Avg Daily Profit (%) | 0.4103 | 0.2838 | 0.1265 | -0.1515 | 0.2096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89449 | -42601 | -87543 | -247102 | -64378 | -237854 |
Profit Factor | 1.3199 | 1.5291 | 1.1695 | 0.9473 | 1.3509 | 0.7449 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 196 | 97 | 99 | 196 | 97 | 99 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 81.3278 | 80.8333 | 81.8182 | 81.3278 | 80.8333 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.303 | 0.3626 | 0.2599 | 0.2175 | 0.3203 | 0.1655 |
Largest Winning Trade | 11955 | 8676 | 11955 | 19238 | 19238 | 12916 |
Largest Losing Trade | -87543 | -31484 | -87543 | -237854 | -37770 | -237854 |
Avg Bars in Trades | 101 | 109 | 93 | 101 | 109 | 93 |
Avg Bars in Winners | 46 | 52 | 40 | 46 | 52 | 40 |
Avg Bars in Losers | 342 | 353 | 331 | 342 | 353 | 331 |
Bars Traded | 24436 | 13171 | 11265 | 24436 | 13171 | 11265 |
Profit Streak | 8.4535 | 10.1514 | 8.4535 | 8.4535 | 10.1514 | 8.4535 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488795 | 444699 | -58314 | -575157 | 382677 | -576464 |
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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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