Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527261.6412 | 370471.1442 | 156790.497 | 2407246.7172 | 1854610.5096 | 552636.2076 |
Total P&L (%) | 527.2616 | 370.4711 | 156.7905 | 2407.2467 | 1854.6105 | 552.6362 |
Avg Daily Profit (%) | 0.5062 | 0.3557 | 0.1505 | 0.3098 | 0.2858 | 0.1802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60008 | -55273 | -41191 | -1121520 | -889720 | -735504 |
Profit Factor | 2.0593 | 2.3745 | 1.6871 | 1.4937 | 1.6673 | 1.2636 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 82 | 32 | 50 | 82 | 32 | 50 |
Losing Trades | 99 | 59 | 40 | 99 | 59 | 40 |
Profitability (%) | 45.3039 | 35.1648 | 55.5556 | 45.3039 | 35.1648 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.4863 | 4.378 | 1.3497 | 1.8034 | 3.074 | 1.0109 |
Largest Winning Trade | 212967 | 212967 | 36691 | 1507855 | 1507855 | 442185 |
Largest Losing Trade | -26765 | -13934 | -26765 | -311892 | -311892 | -299289 |
Avg Bars in Trades | 135 | 130 | 139 | 135 | 130 | 139 |
Avg Bars in Winners | 193 | 208 | 184 | 193 | 208 | 184 |
Avg Bars in Losers | 87 | 88 | 84 | 87 | 88 | 84 |
Bars Traded | 24505 | 11911 | 12594 | 24505 | 11911 | 12594 |
Profit Streak | 0 | 0 | 9.4755 | 0 | 0 | 9.4755 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492873 | 266187 | 372802 | 377146 | 210556 | 316896 |
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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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