Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459650.1918 | 307937.665 | 151712.5268 | 103274.7803 | 68770.3962 | 34504.3841 |
Total P&L (%) | 459.6502 | 307.9377 | 151.7125 | 103.2748 | 68.7704 | 34.5044 |
Avg Daily Profit (%) | 0.2529 | 0.1694 | 0.0835 | 0.039 | 0.0288 | 0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157441 | -118129 | -105370 | -963813 | -842718 | -903975 |
Profit Factor | 1.4863 | 1.5977 | 1.3529 | 1.0236 | 1.0311 | 1.0159 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 107 | 47 | 60 | 107 | 47 | 60 |
Losing Trades | 128 | 70 | 58 | 128 | 70 | 58 |
Profitability (%) | 45.5319 | 40.1709 | 50.8475 | 45.5319 | 40.1709 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.778 | 2.3795 | 1.3078 | 1.2245 | 1.5357 | 0.982 |
Largest Winning Trade | 306866 | 306866 | 56992 | 483308 | 483308 | 308080 |
Largest Losing Trade | -55877 | -28041 | -55877 | -450209 | -151696 | -450209 |
Avg Bars in Trades | 91 | 91 | 91 | 91 | 91 | 91 |
Avg Bars in Winners | 122 | 118 | 125 | 122 | 118 | 125 |
Avg Bars in Losers | 65 | 72 | 57 | 65 | 72 | 57 |
Bars Traded | 21518 | 10667 | 10851 | 21518 | 10667 | 10851 |
Profit Streak | 30.3357 | 31.4191 | 30.3357 | 30.3357 | 31.4191 | 30.3357 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392437 | 246544 | -80692 | -334838 | -343173 | -378060 |
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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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