Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293695.9926 | 194871.6024 | 98824.3902 | 398107.3595 | 326663.317 | 71444.0425 |
Total P&L (%) | 293.696 | 194.8716 | 98.8244 | 398.1074 | 326.6633 | 71.444 |
Avg Daily Profit (%) | 0.282 | 0.1871 | 0.0949 | 0.1543 | 0.1394 | 0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48372 | -73824 | -68830 | -238252 | -105467 | -168731 |
Profit Factor | 1.4289 | 1.5688 | 1.2888 | 1.2988 | 1.4924 | 1.1068 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 46.888 | 45.4545 | 48.3333 | 46.888 | 45.4545 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.6186 | 1.8826 | 1.3777 | 1.4712 | 1.7908 | 1.1831 |
Largest Winning Trade | 72739 | 72739 | 28373 | 168128 | 168128 | 80515 |
Largest Losing Trade | -37386 | -16864 | -37386 | -106481 | -67694 | -106481 |
Avg Bars in Trades | 101 | 108 | 94 | 101 | 108 | 94 |
Avg Bars in Winners | 132 | 133 | 130 | 132 | 133 | 130 |
Avg Bars in Losers | 74 | 87 | 60 | 74 | 87 | 60 |
Bars Traded | 24420 | 13120 | 11300 | 24420 | 13120 | 11300 |
Profit Streak | 9.225 | 28.3083 | 0 | 9.225 | 28.3083 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396797 | 336847 | -67172 | 288875 | -5584 | -227733 |
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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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