Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229242.4358 | 151270.666 | 77971.7697 | 394093.9217 | 309319.8894 | 84774.0323 |
Total P&L (%) | 229.2424 | 151.2707 | 77.9718 | 394.0939 | 309.3199 | 84.774 |
Avg Daily Profit (%) | 0.4401 | 0.2904 | 0.1497 | 0.3072 | 0.271 | 0.118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73243 | -59669 | -35502 | -239736 | -71275 | -207305 |
Profit Factor | 1.5078 | 1.6276 | 1.3706 | 1.486 | 1.8478 | 1.19 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 70.4663 | 68.75 | 72.1649 | 70.4663 | 68.75 | 72.1649 |
Ratio Avg Win / Avg Loss | 0.6319 | 0.7398 | 0.5286 | 0.6228 | 0.8399 | 0.459 |
Largest Winning Trade | 30107 | 30107 | 14367 | 44487 | 41477 | 44487 |
Largest Losing Trade | -35502 | -28773 | -35502 | -207305 | -62349 | -207305 |
Avg Bars in Trades | 126 | 148 | 104 | 126 | 148 | 104 |
Avg Bars in Winners | 78 | 91 | 66 | 78 | 91 | 66 |
Avg Bars in Losers | 238 | 273 | 201 | 238 | 273 | 201 |
Bars Traded | 24338 | 14232 | 10106 | 24338 | 14232 | 10106 |
Profit Streak | 7.2952 | 7.2952 | 42.066 | 7.2952 | 7.2952 | 42.066 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504761 | 403932 | 343269 | 459052 | 413237 | -44822 |
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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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