Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353208.1839 | 220497.999 | 132710.185 | 1020136.3624 | 551107.5729 | 469028.7895 |
Total P&L (%) | 353.2082 | 220.498 | 132.7102 | 1020.1364 | 551.1076 | 469.0288 |
Avg Daily Profit (%) | 0.6782 | 0.4234 | 0.2548 | 0.465 | 0.3604 | 0.3344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90895 | -84868 | -36567 | -829243 | -529773 | -570747 |
Profit Factor | 1.6745 | 1.7784 | 1.552 | 1.2581 | 1.2467 | 1.2729 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 132 | 73 | 59 | 132 | 73 | 59 |
Profitability (%) | 41.3333 | 34.8214 | 47.7876 | 41.3333 | 34.8214 | 47.7876 |
Ratio Avg Win / Avg Loss | 2.3767 | 3.3288 | 1.6957 | 1.7857 | 2.3335 | 1.3908 |
Largest Winning Trade | 94869 | 94869 | 28302 | 408300 | 408300 | 213154 |
Largest Losing Trade | -21408 | -16244 | -21408 | -166476 | -140973 | -166476 |
Avg Bars in Trades | 109 | 106 | 111 | 109 | 106 | 111 |
Avg Bars in Winners | 156 | 164 | 150 | 156 | 164 | 150 |
Avg Bars in Losers | 76 | 76 | 76 | 76 | 76 | 76 |
Bars Traded | 24597 | 11967 | 12630 | 24597 | 11967 | 12630 |
Profit Streak | 0 | 1.5655 | 0 | 0 | 1.5655 | 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 | 436259 | 133808 | 329097 | 305260 | 39296 | 252189 |
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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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