Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189000.3479 | 126881.4371 | 62118.9108 | 246618.9589 | 285246.2866 | -38627.3276 |
Total P&L (%) | 189.0003 | 126.8814 | 62.1189 | 246.619 | 285.2463 | -38.6273 |
Avg Daily Profit (%) | 0.3629 | 0.2436 | 0.1193 | 0.239 | 0.2593 | -0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60709 | -23772 | -42490 | -290985 | -119034 | -233674 |
Profit Factor | 1.3798 | 1.5849 | 1.2213 | 1.1597 | 1.4341 | 0.9565 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Profitability (%) | 39.6887 | 39.8438 | 39.5349 | 39.6887 | 39.8438 | 39.5349 |
Ratio Avg Win / Avg Loss | 2.0967 | 2.3929 | 1.8678 | 1.7623 | 2.1652 | 1.4628 |
Largest Winning Trade | 49092 | 49092 | 30125 | 176768 | 176768 | 87671 |
Largest Losing Trade | -15827 | -12074 | -15827 | -67502 | -44471 | -67502 |
Avg Bars in Trades | 96 | 91 | 101 | 96 | 91 | 101 |
Avg Bars in Winners | 162 | 146 | 178 | 162 | 146 | 178 |
Avg Bars in Losers | 53 | 54 | 51 | 53 | 54 | 51 |
Bars Traded | 24821 | 11679 | 13142 | 24821 | 11679 | 13142 |
Profit Streak | 6.7759 | 30.0675 | 6.7759 | 6.7759 | 30.0675 | 6.7759 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310356 | 277126 | -37756 | -37880 | 248771 | -583275 |
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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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