Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279578.1071 | 182390.0107 | 97188.0964 | 427593.1382 | 438935.6622 | -11342.524 |
Total P&L (%) | 279.5781 | 182.39 | 97.1881 | 427.5931 | 438.9357 | -11.3425 |
Avg Daily Profit (%) | 0.2684 | 0.1751 | 0.0933 | 0.1598 | 0.1618 | -0.0116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101718 | -61922 | -76298 | -1006924 | -349863 | -774151 |
Profit Factor | 1.4186 | 1.5346 | 1.2975 | 1.1386 | 1.2875 | 0.9927 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 51.6529 | 50.4132 | 52.8926 | 51.6529 | 50.4132 | 52.8926 |
Ratio Avg Win / Avg Loss | 1.3278 | 1.5094 | 1.1556 | 1.0657 | 1.2664 | 0.8841 |
Largest Winning Trade | 59284 | 59284 | 31313 | 338442 | 338442 | 282810 |
Largest Losing Trade | -19912 | -19912 | -18849 | -220986 | -178409 | -220986 |
Avg Bars in Trades | 101 | 86 | 117 | 101 | 86 | 117 |
Avg Bars in Winners | 111 | 84 | 137 | 111 | 84 | 137 |
Avg Bars in Losers | 91 | 87 | 95 | 91 | 87 | 95 |
Bars Traded | 24612 | 10407 | 14205 | 24612 | 10407 | 14205 |
Profit Streak | 0 | 0 | 7.2359 | 0 | 0 | 7.2359 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377813 | 354867 | -67507 | -59326 | 256430 | -579954 |
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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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