Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330773.5019 | 209823.9563 | 120949.5456 | 781028.9765 | 698422.3938 | 82606.5827 |
Total P&L (%) | 330.7735 | 209.824 | 120.9495 | 781.029 | 698.4224 | 82.6066 |
Avg Daily Profit (%) | 0.3175 | 0.2014 | 0.1161 | 0.2091 | 0.1996 | 0.0578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76936 | -54724 | -63786 | -1102974 | -324300 | -852287 |
Profit Factor | 1.6201 | 1.7993 | 1.4464 | 1.3257 | 1.6684 | 1.0611 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Profitability (%) | 38.1743 | 36.6667 | 39.6694 | 38.1743 | 36.6667 | 39.6694 |
Ratio Avg Win / Avg Loss | 2.6238 | 3.1079 | 2.1997 | 2.1471 | 2.8817 | 1.6137 |
Largest Winning Trade | 68227 | 68227 | 48567 | 531382 | 531382 | 347076 |
Largest Losing Trade | -11831 | -11831 | -11785 | -159237 | -120068 | -159237 |
Avg Bars in Trades | 102 | 96 | 108 | 102 | 96 | 108 |
Avg Bars in Winners | 186 | 169 | 201 | 186 | 169 | 201 |
Avg Bars in Losers | 50 | 54 | 47 | 50 | 54 | 47 |
Bars Traded | 24711 | 11558 | 13153 | 24711 | 11558 | 13153 |
Profit Streak | 7.219 | 0 | 8.3857 | 7.219 | 0 | 8.3857 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325318 | 202525 | -39480 | 245223 | 207874 | -271527 |
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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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