Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557299.3523 | 463760.0821 | 93539.2702 | 350596.2823 | 322508.1033 | 28088.1789 |
Total P&L (%) | 557.2994 | 463.7601 | 93.5393 | 350.5963 | 322.5081 | 28.0882 |
Avg Daily Profit (%) | 0.2675 | 0.2226 | 0.0449 | 0.0723 | 0.0692 | 0.0119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142740 | -88871 | -131603 | -878344 | -347382 | -744992 |
Profit Factor | 1.5467 | 1.9654 | 1.1736 | 1.0952 | 1.1958 | 1.0138 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 123 | 66 | 57 | 123 | 66 | 57 |
Profitability (%) | 39.7059 | 35.2941 | 44.1176 | 39.7059 | 35.2941 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.3487 | 3.6032 | 1.4865 | 1.6631 | 2.1923 | 1.2842 |
Largest Winning Trade | 237075 | 237075 | 43301 | 428735 | 428735 | 208538 |
Largest Losing Trade | -43486 | -31488 | -43486 | -460603 | -123411 | -460603 |
Avg Bars in Trades | 120 | 126 | 114 | 120 | 126 | 114 |
Avg Bars in Winners | 176 | 183 | 171 | 176 | 183 | 171 |
Avg Bars in Losers | 83 | 94 | 69 | 83 | 94 | 69 |
Bars Traded | 24561 | 12886 | 11675 | 24561 | 12886 | 11675 |
Profit Streak | 0 | 0 | 114.7489 | 0 | 0 | 114.7489 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301754 | 199670 | -163772 | -214031 | -110607 | -386801 |
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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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