Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524831.9698 | 422723.825 | 102108.1449 | 144367.4829 | 176171.4471 | -31803.9642 |
Total P&L (%) | 524.832 | 422.7238 | 102.1081 | 144.3675 | 176.1714 | -31.804 |
Avg Daily Profit (%) | 0.2813 | 0.2265 | 0.0547 | 0.0479 | 0.0545 | -0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208543 | -114110 | -230932 | -157683 | -96764 | -120366 |
Profit Factor | 1.3894 | 1.6518 | 1.146 | 1.1896 | 1.4943 | 0.9215 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 156 | 80 | 76 | 156 | 80 | 76 |
Profitability (%) | 42.4354 | 41.1765 | 43.7037 | 42.4354 | 41.1765 | 43.7037 |
Ratio Avg Win / Avg Loss | 1.8847 | 2.3598 | 1.4762 | 1.6137 | 2.1348 | 1.187 |
Largest Winning Trade | 200079 | 200079 | 84390 | 121076 | 121076 | 59401 |
Largest Losing Trade | -52197 | -35223 | -52197 | -48490 | -44744 | -48490 |
Avg Bars in Trades | 81 | 74 | 89 | 81 | 74 | 89 |
Avg Bars in Winners | 112 | 100 | 124 | 112 | 100 | 124 |
Avg Bars in Losers | 58 | 56 | 61 | 58 | 56 | 61 |
Bars Traded | 22159 | 10096 | 12063 | 22159 | 10096 | 12063 |
Profit Streak | 0 | 0 | 4.8157 | 0 | 0 | 4.8157 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322171 | 264644 | -181881 | -141301 | -121442 | -581212 |
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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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