Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380068.609 | 231033.0557 | 149035.5534 | 1485594.9511 | 1114601.8296 | 370993.1215 |
Total P&L (%) | 380.0686 | 231.0331 | 149.0356 | 1485.595 | 1114.6018 | 370.9931 |
Avg Daily Profit (%) | 0.3649 | 0.2218 | 0.1431 | 0.2657 | 0.24 | 0.1489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49553 | -56226 | -41727 | -1046284 | -264470 | -874369 |
Profit Factor | 1.8005 | 2.0375 | 1.5911 | 1.5116 | 1.8898 | 1.2247 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 124 | 56 | 68 | 124 | 56 | 68 |
Losing Trades | 168 | 90 | 78 | 168 | 90 | 78 |
Profitability (%) | 42.4658 | 38.3562 | 46.5753 | 42.4658 | 38.3562 | 46.5753 |
Ratio Avg Win / Avg Loss | 2.4393 | 3.2746 | 1.825 | 2.048 | 3.0372 | 1.4048 |
Largest Winning Trade | 74153 | 74153 | 48296 | 776359 | 776359 | 436477 |
Largest Losing Trade | -13523 | -13523 | -11790 | -139113 | -108426 | -139113 |
Avg Bars in Trades | 84 | 70 | 98 | 84 | 70 | 98 |
Avg Bars in Winners | 136 | 110 | 156 | 136 | 110 | 156 |
Avg Bars in Losers | 46 | 45 | 48 | 46 | 45 | 48 |
Bars Traded | 24695 | 10268 | 14427 | 24695 | 10268 | 14427 |
Profit Streak | 8.7681 | 18.2681 | 0 | 8.7681 | 18.2681 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421641 | 289816 | -557 | 372738 | 300155 | 137974 |
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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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