Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308920.1604 | 98095.7393 | 210824.421 | 598859.5136 | 152525.5816 | 446333.932 |
Total P&L (%) | 308.9202 | 98.0957 | 210.8244 | 598.8595 | 152.5256 | 446.3339 |
Avg Daily Profit (%) | 0.2992 | 0.095 | 0.2042 | 0.1885 | 0.0898 | 0.1646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118292 | -92829 | -60594 | -613323 | -553038 | -165325 |
Profit Factor | 1.7027 | 1.3691 | 2.2124 | 1.3951 | 1.1694 | 1.725 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 167 | 79 | 88 | 167 | 79 | 88 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 85.2041 | 80.6122 | 89.7959 | 85.2041 | 80.6122 | 89.7959 |
Ratio Avg Win / Avg Loss | 0.2957 | 0.3293 | 0.2514 | 0.2423 | 0.2813 | 0.196 |
Largest Winning Trade | 26489 | 26489 | 25089 | 114942 | 114942 | 83280 |
Largest Losing Trade | -43906 | -41586 | -43906 | -322366 | -322366 | -165325 |
Avg Bars in Trades | 57 | 65 | 49 | 57 | 65 | 49 |
Avg Bars in Winners | 24 | 18 | 30 | 24 | 18 | 30 |
Avg Bars in Losers | 246 | 263 | 213 | 246 | 263 | 213 |
Bars Traded | 11312 | 6461 | 4851 | 11312 | 6461 | 4851 |
Profit Streak | 21.8304 | 21.8304 | 45.5804 | 21.8304 | 21.8304 | 45.5804 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582150 | -62299 | 552052 | 510860 | -103974 | 506010 |
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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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