Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425816.0251 | 332007.3316 | 93808.6935 | 269228.1961 | 194439.1747 | 74789.0214 |
Total P&L (%) | 425.816 | 332.0073 | 93.8087 | 269.2282 | 194.4392 | 74.789 |
Avg Daily Profit (%) | 0.2045 | 0.1594 | 0.045 | 0.0627 | 0.0519 | 0.0268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138324 | -115817 | -113015 | -651401 | -486207 | -325783 |
Profit Factor | 1.446 | 1.7082 | 1.193 | 1.0839 | 1.1223 | 1.0462 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 45.5752 | 43.3628 | 47.7876 | 45.5752 | 43.3628 | 47.7876 |
Ratio Avg Win / Avg Loss | 1.7267 | 2.2311 | 1.3035 | 1.2944 | 1.4659 | 1.1431 |
Largest Winning Trade | 154028 | 154028 | 55360 | 305456 | 305456 | 203459 |
Largest Losing Trade | -36041 | -27229 | -36041 | -165220 | -152374 | -165220 |
Avg Bars in Trades | 108 | 96 | 120 | 108 | 96 | 120 |
Avg Bars in Winners | 143 | 125 | 159 | 143 | 125 | 159 |
Avg Bars in Losers | 79 | 74 | 84 | 79 | 74 | 84 |
Bars Traded | 24478 | 10904 | 13574 | 24478 | 10904 | 13574 |
Profit Streak | 0 | 0 | 15.0197 | 0 | 0 | 15.0197 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331498 | 276357 | -141479 | -237882 | -212434 | -327264 |
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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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