Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284191.4201 | 139394.874 | 144796.5461 | 463696.1084 | -29074.5589 | 492770.6674 |
Total P&L (%) | 284.1914 | 139.3949 | 144.7965 | 463.6961 | -29.0746 | 492.7707 |
Avg Daily Profit (%) | 0.2728 | 0.1338 | 0.139 | 0.1662 | -0.033 | 0.171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55345 | -48170 | -64784 | -438456 | -251352 | -257283 |
Profit Factor | 1.4335 | 1.4397 | 1.4277 | 1.2499 | 0.9693 | 1.5432 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 142 | 75 | 67 | 142 | 75 | 67 |
Profitability (%) | 42.9719 | 39.5161 | 46.4 | 42.9719 | 39.5161 | 46.4 |
Ratio Avg Win / Avg Loss | 1.9024 | 2.2036 | 1.6492 | 1.6588 | 1.4837 | 1.7826 |
Largest Winning Trade | 69993 | 69993 | 28138 | 162814 | 162814 | 127619 |
Largest Losing Trade | -22024 | -17965 | -22024 | -97971 | -97971 | -87652 |
Avg Bars in Trades | 99 | 92 | 106 | 99 | 92 | 106 |
Avg Bars in Winners | 149 | 141 | 156 | 149 | 141 | 156 |
Avg Bars in Losers | 61 | 60 | 62 | 61 | 60 | 62 |
Bars Traded | 24722 | 11443 | 13279 | 24722 | 11443 | 13279 |
Profit Streak | 16.7296 | 0 | 18.5213 | 16.7296 | 0 | 18.5213 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338271 | -16634 | -6552 | 265066 | -583413 | 323776 |
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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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