Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293236.1006 | 212334.8297 | 80901.2709 | 379577.468 | 213108.1425 | 166469.3256 |
Total P&L (%) | 293.2361 | 212.3348 | 80.9013 | 379.5775 | 213.1081 | 166.4693 |
Avg Daily Profit (%) | 0.2815 | 0.2039 | 0.0777 | 0.1506 | 0.1096 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88835 | -78702 | -61142 | -228629 | -263418 | -122849 |
Profit Factor | 1.4512 | 1.6467 | 1.2515 | 1.3281 | 1.3468 | 1.307 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Losing Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Profitability (%) | 56.2189 | 59 | 53.4653 | 56.2189 | 59 | 53.4653 |
Ratio Avg Win / Avg Loss | 1.1301 | 1.1443 | 1.0893 | 1.0343 | 0.9359 | 1.1376 |
Largest Winning Trade | 41749 | 41749 | 26761 | 56775 | 56775 | 43838 |
Largest Losing Trade | -44376 | -40590 | -44376 | -147584 | -147584 | -93515 |
Avg Bars in Trades | 122 | 144 | 101 | 122 | 144 | 101 |
Avg Bars in Winners | 119 | 134 | 103 | 119 | 134 | 103 |
Avg Bars in Losers | 126 | 157 | 98 | 126 | 157 | 98 |
Bars Traded | 24613 | 14401 | 10212 | 24613 | 14401 | 10212 |
Profit Streak | 47.5972 | 89.9305 | 47.5972 | 47.5972 | 89.9305 | 47.5972 |
Trades During Streak | 8 | 8 | 4 | 8 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461199 | 436161 | -87807 | 393859 | -45466 | -65511 |
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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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