Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156781.9998 | 45248.88 | 111533.1197 | 114947.9245 | -27766.3902 | 142714.3147 |
Total P&L (%) | 156.782 | 45.2489 | 111.5331 | 114.9479 | -27.7664 | 142.7143 |
Avg Daily Profit (%) | 0.301 | 0.0869 | 0.2141 | 0.147 | -0.0624 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97753 | -63869 | -53822 | -341080 | -158269 | -223850 |
Profit Factor | 1.2148 | 1.1207 | 1.3142 | 1.0649 | 0.9697 | 1.1672 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 140 | 74 | 66 | 140 | 74 | 66 |
Losing Trades | 169 | 80 | 89 | 169 | 80 | 89 |
Profitability (%) | 45.3074 | 48.0519 | 42.5806 | 45.3074 | 48.0519 | 42.5806 |
Ratio Avg Win / Avg Loss | 1.4664 | 1.2115 | 1.7722 | 1.2855 | 1.0484 | 1.5739 |
Largest Winning Trade | 40493 | 37587 | 40493 | 114763 | 114763 | 94934 |
Largest Losing Trade | -22697 | -22697 | -17706 | -97763 | -81101 | -97763 |
Avg Bars in Trades | 80 | 82 | 78 | 80 | 82 | 78 |
Avg Bars in Winners | 90 | 91 | 90 | 90 | 91 | 90 |
Avg Bars in Losers | 71 | 74 | 69 | 71 | 74 | 69 |
Bars Traded | 24852 | 12718 | 12134 | 24852 | 12718 | 12134 |
Profit Streak | 4.9233 | 6.2983 | 4.9233 | 4.9233 | 6.2983 | 4.9233 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301760 | -166916 | 232981 | -145562 | -579493 | -30691 |
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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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