Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374212.3512 | 291004.0635 | 83208.2876 | 242.5784 | 259038.9473 | -258796.369 |
Total P&L (%) | 374.2124 | 291.0041 | 83.2083 | 0.2426 | 259.0389 | -258.7964 |
Avg Daily Profit (%) | 0.1731 | 0.1346 | 0.0385 | 0.0001 | 0.0591 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135732 | -98788 | -148743 | -270947 | -140484 | -371886 |
Profit Factor | 1.3346 | 1.5905 | 1.133 | 1.0002 | 1.445 | 0.7421 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 140 | 62 | 78 | 140 | 62 | 78 |
Losing Trades | 108 | 62 | 46 | 108 | 62 | 46 |
Profitability (%) | 56.4516 | 50 | 62.9032 | 56.4516 | 50 | 62.9032 |
Ratio Avg Win / Avg Loss | 1.0295 | 1.5905 | 0.6682 | 0.7715 | 1.445 | 0.4377 |
Largest Winning Trade | 91355 | 91355 | 55699 | 64984 | 64984 | 58507 |
Largest Losing Trade | -71201 | -44011 | -71201 | -187083 | -55972 | -187083 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 8453 | 4200 | 4253 | 8453 | 4200 | 4253 |
Profit Streak | 27.0814 | 0 | 30.8314 | 27.0814 | 0 | 30.8314 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373004 | -10574 | -215417 | -577785 | -113197 | -578790 |
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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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