Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246251.7067 | 173647.2857 | 72604.421 | 288312.3936 | 236406.627 | 51905.7667 |
Total P&L (%) | 246.2517 | 173.6473 | 72.6044 | 288.3124 | 236.4066 | 51.9058 |
Avg Daily Profit (%) | 2.8367 | 2.0003 | 0.8364 | 1.575 | 1.4073 | 0.4828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64422 | -34603 | -34137 | -66380 | -36283 | -34136 |
Profit Factor | 2.3193 | 2.6393 | 1.8994 | 2.5618 | 3.2627 | 1.6478 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Profitability (%) | 42.5121 | 43.2692 | 41.7476 | 42.5121 | 43.2692 | 41.7476 |
Ratio Avg Win / Avg Loss | 3.1363 | 3.4604 | 2.6503 | 3.4642 | 4.2777 | 2.2992 |
Largest Winning Trade | 192431 | 192431 | 75604 | 255524 | 255524 | 57170 |
Largest Losing Trade | -6817 | -6817 | -5652 | -8065 | -8065 | -6888 |
Avg Bars in Trades | 119 | 125 | 112 | 119 | 125 | 112 |
Avg Bars in Winners | 158 | 173 | 143 | 158 | 173 | 143 |
Avg Bars in Losers | 89 | 89 | 90 | 89 | 89 | 90 |
Bars Traded | 24668 | 13093 | 11575 | 24668 | 13093 | 11575 |
Profit Streak | 0.5052 | 0.5052 | 1.2621 | 0.5052 | 0.5052 | 1.2621 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435060 | 379435 | 323420 | 412478 | 404211 | 163770 |
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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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