Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523979.9674 | 363857.3964 | 160122.571 | 1757033.1465 | 871692.4419 | 885340.7046 |
Total P&L (%) | 523.98 | 363.8574 | 160.1226 | 1757.0331 | 871.6924 | 885.3407 |
Avg Daily Profit (%) | 0.2516 | 0.1747 | 0.0769 | 0.1404 | 0.1092 | 0.1099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66440 | -87945 | -87812 | -1800973 | -841423 | -1279346 |
Profit Factor | 1.7312 | 2.0829 | 1.4206 | 1.209 | 1.2226 | 1.1971 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 98 | 41 | 57 | 98 | 41 | 57 |
Losing Trades | 140 | 78 | 62 | 140 | 78 | 62 |
Profitability (%) | 41.1765 | 34.4538 | 47.8992 | 41.1765 | 34.4538 | 47.8992 |
Ratio Avg Win / Avg Loss | 2.4731 | 3.9627 | 1.5453 | 1.7271 | 2.3259 | 1.3021 |
Largest Winning Trade | 132162 | 132162 | 47286 | 877455 | 877455 | 839670 |
Largest Losing Trade | -36062 | -22383 | -36062 | -777183 | -315217 | -777183 |
Avg Bars in Trades | 104 | 100 | 107 | 104 | 100 | 107 |
Avg Bars in Winners | 172 | 176 | 168 | 172 | 176 | 168 |
Avg Bars in Losers | 56 | 60 | 51 | 56 | 60 | 51 |
Bars Traded | 24759 | 11956 | 12803 | 24759 | 11956 | 12803 |
Profit Streak | 0 | 0 | 13.5733 | 0 | 0 | 13.5733 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344675 | 182935 | -88807 | -6750 | -52286 | -50015 |
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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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