Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296283.8953 | 206752.8853 | 89531.01 | 303767.0059 | 243160.5025 | 60606.5034 |
Total P&L (%) | 296.2839 | 206.7529 | 89.531 | 303.767 | 243.1605 | 60.6065 |
Avg Daily Profit (%) | 0.2844 | 0.1985 | 0.0859 | 0.1341 | 0.1184 | 0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81033 | -52774 | -74363 | -304324 | -193455 | -223516 |
Profit Factor | 1.4287 | 1.7802 | 1.2101 | 1.1814 | 1.3721 | 1.0593 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Profitability (%) | 47.619 | 47.619 | 47.619 | 47.619 | 47.619 | 47.619 |
Ratio Avg Win / Avg Loss | 1.5715 | 1.9582 | 1.3311 | 1.2995 | 1.5093 | 1.1653 |
Largest Winning Trade | 113537 | 113537 | 47928 | 114775 | 114775 | 108311 |
Largest Losing Trade | -38996 | -12801 | -38996 | -78705 | -78705 | -77785 |
Avg Bars in Trades | 98 | 35 | 160 | 98 | 35 | 160 |
Avg Bars in Winners | 160 | 50 | 271 | 160 | 50 | 271 |
Avg Bars in Losers | 41 | 22 | 59 | 41 | 22 | 59 |
Bars Traded | 24737 | 4500 | 20237 | 24737 | 4500 | 20237 |
Profit Streak | 14.7364 | 0 | 16.028 | 14.7364 | 0 | 16.028 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406995 | 354183 | -78749 | -34098 | -34396 | -288112 |
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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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