Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261042.2432 | 162889.9993 | 98152.2439 | -32380.5933 | 26392.335 | -58772.9283 |
Total P&L (%) | 261.0422 | 162.89 | 98.1522 | -32.3806 | 26.3923 | -58.7729 |
Avg Daily Profit (%) | 0.2506 | 0.1564 | 0.0942 | -0.0376 | 0.0225 | -0.085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140077 | -78893 | -112400 | -160516 | -50886 | -124672 |
Profit Factor | 1.3073 | 1.3879 | 1.2285 | 0.9086 | 1.1783 | 0.7151 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 228 | 110 | 118 | 228 | 110 | 118 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 66.6667 | 64.3275 | 69.0058 | 66.6667 | 64.3275 | 69.0058 |
Ratio Avg Win / Avg Loss | 0.6536 | 0.7697 | 0.5518 | 0.4543 | 0.6534 | 0.3212 |
Largest Winning Trade | 48435 | 30595 | 48435 | 37714 | 37714 | 17079 |
Largest Losing Trade | -93260 | -43804 | -93260 | -93551 | -24766 | -93551 |
Avg Bars in Trades | 71 | 65 | 78 | 71 | 65 | 78 |
Avg Bars in Winners | 48 | 42 | 53 | 48 | 42 | 53 |
Avg Bars in Losers | 118 | 106 | 132 | 118 | 106 | 132 |
Bars Traded | 24532 | 11192 | 13340 | 24532 | 11192 | 13340 |
Profit Streak | 12.3932 | 12.3932 | 22.6432 | 12.3932 | 12.3932 | 22.6432 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435651 | 356776 | -64836 | -575191 | -188586 | -576423 |
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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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