Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246610.6811 | 202548.2051 | 44062.4759 | 17266.0169 | 56487.1772 | -39221.1602 |
Total P&L (%) | 246.6107 | 202.5482 | 44.0625 | 17.266 | 56.4872 | -39.2212 |
Avg Daily Profit (%) | 0.1735 | 0.1425 | 0.031 | 0.0112 | 0.0315 | -0.035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90992 | -79940 | -87661 | -106938 | -114642 | -117534 |
Profit Factor | 1.2584 | 1.4148 | 1.0945 | 1.0178 | 1.1131 | 0.9163 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Profitability (%) | 47.8632 | 47.8632 | 47.8632 | 47.8632 | 47.8632 | 47.8632 |
Ratio Avg Win / Avg Loss | 1.3708 | 1.5412 | 1.1923 | 1.1087 | 1.2125 | 0.9981 |
Largest Winning Trade | 125427 | 125427 | 52714 | 93048 | 93048 | 35331 |
Largest Losing Trade | -36100 | -36100 | -35729 | -42333 | -35812 | -42333 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 12 | 15 | 9 | 12 | 15 | 9 |
Bars Traded | 4163 | 2264 | 1899 | 4163 | 2264 | 1899 |
Profit Streak | 28.4993 | 30.166 | 28.4993 | 28.4993 | 30.166 | 28.4993 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320523 | -1203 | -270147 | -385801 | -248048 | -581034 |
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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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