Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667532.9875 | 486741.4226 | 180791.5649 | 2103662.8523 | 1635033.354 | 468629.4983 |
Total P&L (%) | 667.533 | 486.7414 | 180.7916 | 2103.6629 | 1635.0334 | 468.6295 |
Avg Daily Profit (%) | 0.2911 | 0.2123 | 0.0788 | 0.135 | 0.1245 | 0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92969 | -75394 | -75998 | -1050862 | -545986 | -980299 |
Profit Factor | 2.0342 | 2.6268 | 1.5221 | 1.503 | 1.8513 | 1.2072 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Losing Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Profitability (%) | 41.5301 | 46.7391 | 36.2637 | 41.5301 | 46.7391 | 36.2637 |
Ratio Avg Win / Avg Loss | 2.8639 | 2.9934 | 2.6752 | 2.1161 | 2.1096 | 2.1218 |
Largest Winning Trade | 227902 | 227902 | 68767 | 1258956 | 1258956 | 503568 |
Largest Losing Trade | -38415 | -24889 | -38415 | -794399 | -256462 | -794399 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 43 | 33 | 55 | 43 | 33 | 55 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4457 | 1985 | 2471 | 4457 | 1985 | 2471 |
Profit Streak | 0 | 0 | 81.7433 | 0 | 0 | 81.7433 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382497 | 411735 | -89136 | -12055 | -24140 | -95084 |
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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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