Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303621.6488 | 162536.3565 | 141085.2923 | 657056.6704 | 267337.6129 | 389719.0575 |
Total P&L (%) | 303.6216 | 162.5364 | 141.0853 | 657.0567 | 267.3376 | 389.7191 |
Avg Daily Profit (%) | 0.583 | 0.3121 | 0.2709 | 0.3894 | 0.2501 | 0.3055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70511 | -48421 | -54582 | -484927 | -311462 | -257228 |
Profit Factor | 1.5353 | 1.5636 | 1.506 | 1.318 | 1.2441 | 1.4014 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Losing Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Profitability (%) | 43.6782 | 41.5385 | 45.8015 | 43.6782 | 41.5385 | 45.8015 |
Ratio Avg Win / Avg Loss | 1.9797 | 2.2006 | 1.7821 | 1.6995 | 1.751 | 1.6583 |
Largest Winning Trade | 110249 | 110249 | 30528 | 159537 | 159537 | 105757 |
Largest Losing Trade | -21490 | -21490 | -14972 | -88299 | -81250 | -88299 |
Avg Bars in Trades | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Winners | 132 | 135 | 129 | 132 | 135 | 129 |
Avg Bars in Losers | 66 | 71 | 60 | 66 | 71 | 60 |
Bars Traded | 24836 | 12744 | 12092 | 24836 | 12744 | 12092 |
Profit Streak | 5.1088 | 0 | 5.963 | 5.1088 | 0 | 5.963 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452881 | 263370 | 322945 | 360533 | 174031 | 310572 |
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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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