Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511547.3746 | 297912.0151 | 213635.3595 | 2022226.022 | 1698881.7035 | 323344.3185 |
Total P&L (%) | 511.5474 | 297.912 | 213.6354 | 2022.226 | 1698.8817 | 323.3443 |
Avg Daily Profit (%) | 0.3048 | 0.1775 | 0.1273 | 0.1822 | 0.1724 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84562 | -92119 | -55334 | -2205071 | -604707 | -1881626 |
Profit Factor | 1.727 | 1.8419 | 1.6108 | 1.425 | 1.8925 | 1.1133 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 38.7255 | 37.2549 | 40.1961 | 38.7255 | 37.2549 | 40.1961 |
Ratio Avg Win / Avg Loss | 2.7326 | 3.1021 | 2.3966 | 2.2547 | 3.1873 | 1.6563 |
Largest Winning Trade | 72596 | 72596 | 50600 | 870418 | 870418 | 727050 |
Largest Losing Trade | -24581 | -15942 | -24581 | -346745 | -200109 | -346745 |
Avg Bars in Trades | 97 | 92 | 102 | 97 | 92 | 102 |
Avg Bars in Winners | 160 | 158 | 163 | 160 | 158 | 163 |
Avg Bars in Losers | 57 | 53 | 61 | 57 | 53 | 61 |
Bars Traded | 19909 | 9473 | 10436 | 19909 | 9473 | 10436 |
Profit Streak | 0 | 31.1195 | 0 | 0 | 31.1195 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320063 | 224120 | -24106 | 235009 | 241041 | -177015 |
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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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