Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403221.4293 | 251746.1545 | 151475.2748 | 1648182.9516 | 1251449.7993 | 396733.1523 |
Total P&L (%) | 403.2214 | 251.7462 | 151.4753 | 1648.183 | 1251.4498 | 396.7332 |
Avg Daily Profit (%) | 0.3871 | 0.2417 | 0.1454 | 0.2751 | 0.2503 | 0.154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33767 | -49510 | -29976 | -533612 | -180772 | -643568 |
Profit Factor | 2.2973 | 2.6178 | 1.9759 | 1.7637 | 2.4614 | 1.3048 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 36.9748 | 35.5932 | 38.3333 | 36.9748 | 35.5932 | 38.3333 |
Ratio Avg Win / Avg Loss | 3.9158 | 4.7369 | 3.1787 | 3.0063 | 4.454 | 2.099 |
Largest Winning Trade | 116545 | 116545 | 52221 | 433498 | 433498 | 339141 |
Largest Losing Trade | -13256 | -13256 | -11997 | -200455 | -125235 | -200455 |
Avg Bars in Trades | 205 | 186 | 224 | 205 | 186 | 224 |
Avg Bars in Winners | 386 | 353 | 416 | 386 | 353 | 416 |
Avg Bars in Losers | 99 | 93 | 105 | 99 | 93 | 105 |
Bars Traded | 24478 | 10994 | 13484 | 24478 | 10994 | 13484 |
Profit Streak | 0 | 32.4136 | 0 | 0 | 32.4136 | 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 | 318409 | -169050 | -169150 | 261864 | -168861 | -165543 |
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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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