Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524564.076 | 454911.3474 | 69652.7286 | 143737.7885 | 104356.3335 | 39381.455 |
Total P&L (%) | 524.5641 | 454.9113 | 69.6527 | 143.7378 | 104.3563 | 39.3815 |
Avg Daily Profit (%) | 0.2519 | 0.2184 | 0.0334 | 0.0428 | 0.0343 | 0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150225 | -78768 | -197028 | -259345 | -220042 | -285390 |
Profit Factor | 1.4552 | 1.7606 | 1.1256 | 1.0801 | 1.1062 | 1.0485 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 40.625 | 35.4167 | 45.8333 | 40.625 | 35.4167 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.1268 | 3.2105 | 1.3303 | 1.5786 | 2.0172 | 1.2391 |
Largest Winning Trade | 236893 | 236893 | 47639 | 214884 | 214884 | 79510 |
Largest Losing Trade | -43066 | -37064 | -43066 | -111114 | -61916 | -111114 |
Avg Bars in Trades | 127 | 131 | 123 | 127 | 131 | 123 |
Avg Bars in Winners | 192 | 205 | 182 | 192 | 205 | 182 |
Avg Bars in Losers | 83 | 91 | 74 | 83 | 91 | 74 |
Bars Traded | 24530 | 12635 | 11895 | 24530 | 12635 | 11895 |
Profit Streak | 30.6183 | 30.6183 | 34.035 | 30.6183 | 30.6183 | 34.035 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323464 | 204760 | -231941 | -268689 | -255045 | -342366 |
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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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