Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219399.2218 | 90270.1645 | 129129.0573 | 522144.2491 | 232508.9385 | 289635.3106 |
Total P&L (%) | 219.3992 | 90.2702 | 129.1291 | 522.1442 | 232.5089 | 289.6353 |
Avg Daily Profit (%) | 0.4212 | 0.1733 | 0.2479 | 0.3516 | 0.231 | 0.2615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38656 | -34860 | -52848 | -79665 | -46059 | -100539 |
Profit Factor | 1.9477 | 1.7169 | 2.223 | 1.8229 | 1.7583 | 1.8833 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 67.1756 | 59.0909 | 75.3846 | 67.1756 | 59.0909 | 75.3846 |
Ratio Avg Win / Avg Loss | 0.9517 | 1.1886 | 0.7259 | 0.8907 | 1.2173 | 0.6149 |
Largest Winning Trade | 17597 | 14908 | 17597 | 48662 | 48182 | 48662 |
Largest Losing Trade | -34563 | -21295 | -34563 | -67856 | -45684 | -67856 |
Avg Bars in Trades | 186 | 203 | 168 | 186 | 203 | 168 |
Avg Bars in Winners | 156 | 171 | 143 | 156 | 171 | 143 |
Avg Bars in Losers | 247 | 249 | 243 | 247 | 249 | 243 |
Bars Traded | 24371 | 13421 | 10950 | 24371 | 13421 | 10950 |
Profit Streak | 0 | 0 | 23.9796 | 0 | 0 | 23.9796 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447786 | -114034 | -118443 | 432681 | -113462 | -118983 |
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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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