Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435172.6893 | 345060.7862 | 90111.9031 | 85614.4938 | 79818.2634 | 5796.2303 |
Total P&L (%) | 435.1727 | 345.0608 | 90.1119 | 85.6145 | 79.8183 | 5.7962 |
Avg Daily Profit (%) | 0.2479 | 0.1966 | 0.0513 | 0.0352 | 0.0334 | 0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109706 | -172766 | -62618 | -300496 | -288642 | -176437 |
Profit Factor | 1.4454 | 1.661 | 1.1981 | 1.0519 | 1.0932 | 1.0073 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 97 | 40 | 57 | 97 | 40 | 57 |
Losing Trades | 130 | 73 | 57 | 130 | 73 | 57 |
Profitability (%) | 42.7313 | 35.3982 | 50 | 42.7313 | 35.3982 | 50 |
Ratio Avg Win / Avg Loss | 1.9372 | 3.0313 | 1.1981 | 1.4097 | 1.9951 | 1.0073 |
Largest Winning Trade | 184738 | 184738 | 53535 | 201157 | 201157 | 90106 |
Largest Losing Trade | -36552 | -24199 | -36552 | -102620 | -41854 | -102620 |
Avg Bars in Trades | 91 | 83 | 100 | 91 | 83 | 100 |
Avg Bars in Winners | 141 | 127 | 151 | 141 | 127 | 151 |
Avg Bars in Losers | 55 | 58 | 50 | 55 | 58 | 50 |
Bars Traded | 20882 | 9405 | 11477 | 20882 | 9405 | 11477 |
Profit Streak | 0 | 17.5108 | 0 | 0 | 17.5108 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305117 | 211415 | -127257 | -310946 | -270015 | -567056 |
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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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