Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438130.9048 | 285282.0675 | 152848.8373 | 680679.5074 | 643054.4708 | 37625.0366 |
Total P&L (%) | 438.1309 | 285.2821 | 152.8488 | 680.6795 | 643.0545 | 37.625 |
Avg Daily Profit (%) | 0.3209 | 0.2089 | 0.112 | 0.1506 | 0.147 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85302 | -64655 | -111074 | -613213 | -263161 | -484063 |
Profit Factor | 1.5191 | 1.6997 | 1.3504 | 1.2388 | 1.5111 | 1.0236 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 44.8087 | 40.6593 | 48.913 | 44.8087 | 40.6593 | 48.913 |
Ratio Avg Win / Avg Loss | 1.8711 | 2.4806 | 1.4104 | 1.5258 | 2.2053 | 1.0691 |
Largest Winning Trade | 86218 | 86218 | 37662 | 241568 | 241568 | 172511 |
Largest Losing Trade | -35900 | -22102 | -35900 | -268630 | -113230 | -268630 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 3973 | 1967 | 2006 | 3973 | 1967 | 2006 |
Profit Streak | 0 | 13.5284 | 0 | 0 | 13.5284 | 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 | 374611 | 282760 | -43601 | 275539 | 109277 | -359038 |
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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) |
---|