Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279412.3866 | 168315.2718 | 111097.1148 | 561519.7133 | 581458.4789 | -19938.7656 |
Total P&L (%) | 279.4124 | 168.3153 | 111.0971 | 561.5197 | 581.4585 | -19.9388 |
Avg Daily Profit (%) | 0.2682 | 0.1616 | 0.1067 | 0.1815 | 0.1844 | -0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100593 | -57983 | -71077 | -1265517 | -462366 | -949315 |
Profit Factor | 1.5153 | 1.6253 | 1.4069 | 1.1845 | 1.4233 | 0.9881 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 116 | 55 | 61 | 116 | 55 | 61 |
Losing Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Profitability (%) | 41.4286 | 39.2857 | 43.5714 | 41.4286 | 39.2857 | 43.5714 |
Ratio Avg Win / Avg Loss | 2.1424 | 2.5118 | 1.8221 | 1.6746 | 2.1996 | 1.2796 |
Largest Winning Trade | 57639 | 57639 | 27894 | 477826 | 477826 | 306926 |
Largest Losing Trade | -17413 | -13466 | -17413 | -181670 | -181670 | -129731 |
Avg Bars in Trades | 88 | 84 | 92 | 88 | 84 | 92 |
Avg Bars in Winners | 142 | 134 | 149 | 142 | 134 | 149 |
Avg Bars in Losers | 49 | 51 | 48 | 49 | 51 | 48 |
Bars Traded | 24695 | 11760 | 12935 | 24695 | 11760 | 12935 |
Profit Streak | 0 | 0 | 7.5285 | 0 | 0 | 7.5285 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318470 | 216716 | -50758 | -10460 | 198102 | -581115 |
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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) |
---|