Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397690.578 | 302075.5904 | 95614.9876 | 117242.0905 | 130716.7534 | -13474.663 |
Total P&L (%) | 397.6906 | 302.0756 | 95.615 | 117.2421 | 130.7168 | -13.4747 |
Avg Daily Profit (%) | 0.2075 | 0.1576 | 0.0499 | 0.0405 | 0.0436 | -0.0076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141890 | -93031 | -127240 | -685964 | -486738 | -220281 |
Profit Factor | 1.3432 | 1.4847 | 1.1785 | 1.0477 | 1.0914 | 0.9869 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 150 | 79 | 71 | 150 | 79 | 71 |
Profitability (%) | 44.6494 | 41.9118 | 47.4074 | 44.6494 | 41.9118 | 47.4074 |
Ratio Avg Win / Avg Loss | 1.6651 | 2.0577 | 1.3074 | 1.2988 | 1.5126 | 1.0949 |
Largest Winning Trade | 140986 | 140986 | 54468 | 319992 | 319992 | 78393 |
Largest Losing Trade | -31332 | -26062 | -31332 | -127016 | -127016 | -78485 |
Avg Bars in Trades | 84 | 75 | 92 | 84 | 75 | 92 |
Avg Bars in Winners | 118 | 107 | 128 | 118 | 107 | 128 |
Avg Bars in Losers | 56 | 52 | 60 | 56 | 52 | 60 |
Bars Traded | 22767 | 10307 | 12460 | 22767 | 10307 | 12460 |
Profit Streak | 41.9453 | 41.9453 | 50.1119 | 41.9453 | 41.9453 | 50.1119 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340839 | 244573 | -151109 | -306608 | -256320 | -579751 |
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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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