Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336123.7112 | 205070.7356 | 131052.9756 | 1024418.7069 | 955038.488 | 69380.219 |
Total P&L (%) | 336.1237 | 205.0707 | 131.053 | 1024.4187 | 955.0385 | 69.3802 |
Avg Daily Profit (%) | 0.3227 | 0.1969 | 0.1258 | 0.2326 | 0.2265 | 0.0506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72405 | -34987 | -57445 | -1326895 | -365281 | -1065305 |
Profit Factor | 1.7097 | 1.9085 | 1.5286 | 1.2874 | 1.6332 | 1.0337 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 46.3602 | 45.3846 | 47.3282 | 46.3602 | 45.3846 | 47.3282 |
Ratio Avg Win / Avg Loss | 1.9781 | 2.2966 | 1.7012 | 1.4895 | 1.9654 | 1.1504 |
Largest Winning Trade | 68138 | 68138 | 48794 | 411852 | 411446 | 411852 |
Largest Losing Trade | -21155 | -15631 | -21155 | -295261 | -174888 | -295261 |
Avg Bars in Trades | 94 | 85 | 103 | 94 | 85 | 103 |
Avg Bars in Winners | 137 | 112 | 161 | 137 | 112 | 161 |
Avg Bars in Losers | 57 | 63 | 51 | 57 | 63 | 51 |
Bars Traded | 24723 | 11152 | 13571 | 24723 | 11152 | 13571 |
Profit Streak | 0 | 9.8824 | 0 | 0 | 9.8824 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426945 | 355602 | -23705 | 297823 | 360584 | -310038 |
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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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