Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420085.1267 | 364522.2494 | 55562.8773 | 114600.829 | 42346.3989 | 72254.4302 |
Total P&L (%) | 420.0851 | 364.5222 | 55.5629 | 114.6008 | 42.3464 | 72.2544 |
Avg Daily Profit (%) | 0.2017 | 0.175 | 0.0267 | 0.0367 | 0.017 | 0.0261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118368 | -127468 | -106819 | -508762 | -496139 | -436998 |
Profit Factor | 1.352 | 1.5904 | 1.0964 | 1.0399 | 1.0274 | 1.0546 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
Profitability (%) | 44.3089 | 39.8374 | 48.7805 | 44.3089 | 39.8374 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.6992 | 2.4018 | 1.1513 | 1.3071 | 1.5516 | 1.1073 |
Largest Winning Trade | 163373 | 163373 | 49780 | 332227 | 332227 | 130561 |
Largest Losing Trade | -35753 | -28064 | -35753 | -191491 | -113603 | -191491 |
Avg Bars in Trades | 99 | 103 | 95 | 99 | 103 | 95 |
Avg Bars in Winners | 132 | 145 | 123 | 132 | 145 | 123 |
Avg Bars in Losers | 72 | 76 | 68 | 72 | 76 | 68 |
Bars Traded | 24464 | 12756 | 11708 | 24464 | 12756 | 11708 |
Profit Streak | 29.8683 | 29.8683 | 35.1183 | 29.8683 | 29.8683 | 35.1183 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332120 | 242551 | -272798 | -320418 | -365116 | -318639 |
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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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