Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503887.2038 | 443654.8281 | 60232.3757 | 192559.4223 | 286287.3169 | -93727.8946 |
Total P&L (%) | 503.8872 | 443.6548 | 60.2324 | 192.5594 | 286.2873 | -93.7279 |
Avg Daily Profit (%) | 0.2419 | 0.213 | 0.0289 | 0.0515 | 0.0649 | -0.1328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126733 | -140597 | -115334 | -466554 | -245600 | -276011 |
Profit Factor | 1.4857 | 1.8694 | 1.1142 | 1.1026 | 1.3094 | 0.9015 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 100 | 44 | 56 | 100 | 44 | 56 |
Losing Trades | 138 | 75 | 63 | 138 | 75 | 63 |
Profitability (%) | 42.0168 | 36.9748 | 47.0588 | 42.0168 | 36.9748 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.0502 | 3.1865 | 1.2535 | 1.5215 | 2.2319 | 1.0142 |
Largest Winning Trade | 267825 | 267825 | 56947 | 431882 | 431882 | 100887 |
Largest Losing Trade | -34315 | -27488 | -34315 | -134159 | -77342 | -134159 |
Avg Bars in Trades | 102 | 92 | 113 | 102 | 92 | 113 |
Avg Bars in Winners | 139 | 124 | 151 | 139 | 124 | 151 |
Avg Bars in Losers | 76 | 73 | 79 | 76 | 73 | 79 |
Bars Traded | 24505 | 11001 | 13504 | 24505 | 11001 | 13504 |
Profit Streak | 0 | 0 | 55.283 | 0 | 0 | 55.283 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319173 | 215159 | -249748 | -232531 | -110338 | -579089 |
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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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