Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576940.8885 | 460582.8634 | 116358.025 | 331804.9788 | 612645.6656 | -280840.6868 |
Total P&L (%) | 576.9409 | 460.5829 | 116.358 | 331.805 | 612.6457 | -280.8407 |
Avg Daily Profit (%) | 0.3084 | 0.2462 | 0.0622 | 0.0782 | 0.105 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222393 | -103178 | -208788 | -801913 | -398915 | -699416 |
Profit Factor | 1.5746 | 1.8253 | 1.2609 | 1.1613 | 1.5972 | 0.7275 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 48.1328 | 43.8017 | 52.5 | 48.1328 | 43.8017 | 52.5 |
Ratio Avg Win / Avg Loss | 1.6968 | 2.3419 | 1.1408 | 1.2514 | 2.0493 | 0.6582 |
Largest Winning Trade | 230537 | 230537 | 65973 | 526361 | 526361 | 72455 |
Largest Losing Trade | -40393 | -40393 | -36679 | -240608 | -240608 | -169009 |
Avg Bars in Trades | 91 | 91 | 91 | 91 | 91 | 91 |
Avg Bars in Winners | 110 | 122 | 101 | 110 | 122 | 101 |
Avg Bars in Losers | 74 | 67 | 81 | 74 | 67 | 81 |
Bars Traded | 22098 | 11067 | 11031 | 22098 | 11067 | 11031 |
Profit Streak | 0 | 0 | 5.2199 | 0 | 0 | 5.2199 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445402 | 318086 | -109232 | -131024 | -51988 | -579976 |
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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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