Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388025.6176 | 242024.7637 | 146000.854 | 1294854.0224 | 1054340.8244 | 240513.198 |
Total P&L (%) | 388.0256 | 242.0248 | 146.0009 | 1294.854 | 1054.3408 | 240.5132 |
Avg Daily Profit (%) | 0.3725 | 0.2324 | 0.1402 | 0.2533 | 0.2351 | 0.1177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50516 | -74263 | -48692 | -812755 | -349244 | -604423 |
Profit Factor | 1.689 | 1.806 | 1.5554 | 1.4325 | 1.6909 | 1.1638 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 144 | 77 | 67 | 144 | 77 | 67 |
Profitability (%) | 44.6154 | 40.7692 | 48.4615 | 44.6154 | 40.7692 | 48.4615 |
Ratio Avg Win / Avg Loss | 2.0967 | 2.6238 | 1.6542 | 1.7782 | 2.4565 | 1.2377 |
Largest Winning Trade | 68661 | 68661 | 28574 | 515945 | 515945 | 357425 |
Largest Losing Trade | -20617 | -18127 | -20617 | -272915 | -204862 | -272915 |
Avg Bars in Trades | 95 | 86 | 103 | 95 | 86 | 103 |
Avg Bars in Winners | 145 | 136 | 153 | 145 | 136 | 153 |
Avg Bars in Losers | 54 | 52 | 56 | 54 | 52 | 56 |
Bars Traded | 24705 | 11250 | 13455 | 24705 | 11250 | 13455 |
Profit Streak | 8.4031 | 31.2781 | 0 | 8.4031 | 31.2781 | 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 | 440413 | 306858 | -3968 | 375693 | 314710 | -76995 |
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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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