Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236622.0926 | 196023.8598 | 40598.2329 | 85759.7769 | 60826.6662 | 24933.1107 |
Total P&L (%) | 236.6221 | 196.0239 | 40.5982 | 85.7598 | 60.8267 | 24.9331 |
Avg Daily Profit (%) | 0.4543 | 0.3764 | 0.0779 | 0.119 | 0.0913 | 0.0428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78916 | -66084 | -48360 | -257055 | -182771 | -150222 |
Profit Factor | 1.5999 | 1.9643 | 1.2124 | 1.0993 | 1.1423 | 1.0572 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 116 | 65 | 51 | 116 | 65 | 51 |
Profitability (%) | 37.6344 | 30.1075 | 45.1613 | 37.6344 | 30.1075 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.6513 | 4.5601 | 1.4722 | 1.8218 | 2.6518 | 1.2837 |
Largest Winning Trade | 270575 | 270575 | 19937 | 252534 | 252534 | 69732 |
Largest Losing Trade | -19732 | -9597 | -19732 | -52592 | -36258 | -52592 |
Avg Bars in Trades | 130 | 111 | 150 | 130 | 111 | 150 |
Avg Bars in Winners | 211 | 199 | 220 | 211 | 199 | 220 |
Avg Bars in Losers | 82 | 73 | 92 | 82 | 73 | 92 |
Bars Traded | 24360 | 10373 | 13987 | 24360 | 10373 | 13987 |
Profit Streak | 0 | 16.1866 | 0 | 0 | 16.1866 | 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 | 303080 | 173728 | -94251 | -148710 | -142604 | -299765 |
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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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