Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179337.4275 | 57400.9904 | 121936.437 | 284692.0854 | 45066.0339 | 239626.0514 |
Total P&L (%) | 179.3374 | 57.401 | 121.9364 | 284.6921 | 45.066 | 239.6261 |
Avg Daily Profit (%) | 0.3443 | 0.1102 | 0.2341 | 0.259 | 0.0715 | 0.235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44784 | -46944 | -28549 | -212111 | -131674 | -127083 |
Profit Factor | 1.4122 | 1.2391 | 1.6253 | 1.2666 | 1.0741 | 1.5209 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 45.045 | 40.5405 | 49.5496 | 45.045 | 40.5405 | 49.5496 |
Ratio Avg Win / Avg Loss | 1.7229 | 1.8173 | 1.6548 | 1.5452 | 1.5754 | 1.5485 |
Largest Winning Trade | 22988 | 22988 | 19924 | 83496 | 83496 | 57076 |
Largest Losing Trade | -11479 | -10886 | -11479 | -36576 | -36576 | -34797 |
Avg Bars in Trades | 111 | 111 | 111 | 111 | 111 | 111 |
Avg Bars in Winners | 141 | 141 | 142 | 141 | 141 | 142 |
Avg Bars in Losers | 86 | 91 | 80 | 86 | 91 | 80 |
Bars Traded | 24746 | 12403 | 12343 | 24746 | 12403 | 12343 |
Profit Streak | 7.4021 | 0 | 14.2979 | 7.4021 | 0 | 14.2979 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362927 | -50381 | 398227 | 304637 | -241690 | 379344 |
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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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