Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367122.3612 | 309344.5416 | 57777.8196 | 324.7021 | 339672.0087 | -339347.3066 |
Total P&L (%) | 367.1224 | 309.3445 | 57.7778 | 0.3247 | 339.672 | -339.3473 |
Avg Daily Profit (%) | 0.1932 | 0.1628 | 0.0304 | 0.0002 | 0.078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132026 | -103305 | -86972 | -527528 | -162225 | -579565 |
Profit Factor | 1.3603 | 1.6406 | 1.1078 | 1.0002 | 1.4706 | 0.7227 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 42.233 | 39.8058 | 44.6602 | 42.233 | 39.8058 | 44.6602 |
Ratio Avg Win / Avg Loss | 1.8606 | 2.4809 | 1.3727 | 1.368 | 2.2238 | 0.8955 |
Largest Winning Trade | 135908 | 135908 | 49666 | 176663 | 176663 | 91685 |
Largest Losing Trade | -73370 | -19546 | -73370 | -438238 | -59234 | -438238 |
Avg Bars in Trades | 109 | 86 | 132 | 109 | 86 | 132 |
Avg Bars in Winners | 157 | 121 | 188 | 157 | 121 | 188 |
Avg Bars in Losers | 74 | 62 | 86 | 74 | 62 | 86 |
Bars Traded | 22494 | 8860 | 13633 | 22494 | 8860 | 13633 |
Profit Streak | 7.0319 | 7.0319 | 32.2819 | 7.0319 | 7.0319 | 32.2819 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300124 | 246573 | -255982 | -579488 | -90186 | -581680 |
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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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