Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392842.0193 | 271939.0767 | 120902.9426 | 287334.891 | 266918.8586 | 20416.0324 |
Total P&L (%) | 392.842 | 271.9391 | 120.9029 | 287.3349 | 266.9189 | 20.416 |
Avg Daily Profit (%) | 0.3816 | 0.2641 | 0.1174 | 0.1316 | 0.1264 | 0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89176 | -123919 | -101019 | -221668 | -148112 | -225596 |
Profit Factor | 1.4563 | 1.6259 | 1.2835 | 1.2304 | 1.4565 | 1.0308 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Profitability (%) | 54.878 | 54.4715 | 55.2846 | 54.878 | 54.4715 | 55.2846 |
Ratio Avg Win / Avg Loss | 1.1974 | 1.3589 | 1.0381 | 1.0117 | 1.2174 | 0.8338 |
Largest Winning Trade | 199117 | 199117 | 38766 | 162467 | 162467 | 88493 |
Largest Losing Trade | -43701 | -35602 | -43701 | -154603 | -73762 | -154603 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 23 | 18 | 28 | 23 | 18 | 28 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 5973 | 2647 | 3326 | 5973 | 2647 | 3326 |
Profit Streak | 8.3395 | 14.1728 | 8.3395 | 8.3395 | 14.1728 | 8.3395 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487273 | 408995 | -34830 | -14333 | -22072 | -362228 |
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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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