Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198931.1295 | 119332.5335 | 79598.5961 | 350249.5354 | 273456.4928 | 76793.0426 |
Total P&L (%) | 198.9311 | 119.3325 | 79.5986 | 350.2495 | 273.4565 | 76.793 |
Avg Daily Profit (%) | 0.382 | 0.2291 | 0.1528 | 0.2893 | 0.2533 | 0.1095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43199 | -43375 | -44167 | -228203 | -181228 | -222050 |
Profit Factor | 1.4607 | 1.5522 | 1.369 | 1.2125 | 1.3396 | 1.0911 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Profitability (%) | 40.2439 | 40.6504 | 39.8374 | 40.2439 | 40.6504 | 39.8374 |
Ratio Avg Win / Avg Loss | 2.1689 | 2.2662 | 2.0674 | 1.8004 | 1.9559 | 1.6478 |
Largest Winning Trade | 34419 | 34419 | 24915 | 99328 | 99328 | 84685 |
Largest Losing Trade | -12152 | -9609 | -12152 | -46940 | -34960 | -46940 |
Avg Bars in Trades | 100 | 97 | 103 | 100 | 97 | 103 |
Avg Bars in Winners | 173 | 170 | 175 | 173 | 170 | 175 |
Avg Bars in Losers | 51 | 46 | 55 | 51 | 46 | 55 |
Bars Traded | 24679 | 11966 | 12713 | 24679 | 11966 | 12713 |
Profit Streak | 5.7447 | 6.9739 | 0 | 5.7447 | 6.9739 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323250 | 246893 | 147092 | 240158 | 207573 | -170790 |
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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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