Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352268.9381 | 213693.9215 | 138575.0166 | 1509366.9247 | 1156233.3313 | 353133.5934 |
Total P&L (%) | 352.2689 | 213.6939 | 138.575 | 1509.3669 | 1156.2333 | 353.1336 |
Avg Daily Profit (%) | 0.6764 | 0.4103 | 0.2661 | 0.5349 | 0.4871 | 0.2905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32528 | -17568 | -28864 | -380161 | -268490 | -493886 |
Profit Factor | 2.1275 | 2.4142 | 1.8589 | 1.5975 | 2.007 | 1.2563 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Profitability (%) | 33.0317 | 32.7273 | 33.3333 | 33.0317 | 32.7273 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.3132 | 4.9625 | 3.7179 | 3.2388 | 4.1256 | 2.5125 |
Largest Winning Trade | 64859 | 64859 | 31558 | 506521 | 506521 | 395775 |
Largest Losing Trade | -9863 | -8077 | -9863 | -109528 | -109528 | -95259 |
Avg Bars in Trades | 112 | 103 | 120 | 112 | 103 | 120 |
Avg Bars in Winners | 245 | 226 | 264 | 245 | 226 | 264 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 24814 | 11433 | 13381 | 24814 | 11433 | 13381 |
Profit Streak | 0 | 20.1066 | 0 | 0 | 20.1066 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350201 | 285849 | 158564 | 284478 | 296189 | 72485 |
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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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