Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388521.2698 | 231192.4697 | 157328.8001 | 1636144.0528 | 1318621.7132 | 317522.3396 |
Total P&L (%) | 388.5213 | 231.1925 | 157.3288 | 1636.1441 | 1318.6217 | 317.5223 |
Avg Daily Profit (%) | 0.373 | 0.222 | 0.151 | 0.2744 | 0.255 | 0.1373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38581 | -48401 | -45904 | -889989 | -256018 | -849664 |
Profit Factor | 1.8351 | 2.1247 | 1.6058 | 1.5007 | 1.9925 | 1.1637 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 108 | 58 | 50 | 108 | 58 | 50 |
Profitability (%) | 43.75 | 39.5833 | 47.9167 | 43.75 | 39.5833 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.3594 | 3.243 | 1.7455 | 1.9295 | 3.0411 | 1.2649 |
Largest Winning Trade | 63077 | 63077 | 35105 | 775939 | 775939 | 547918 |
Largest Losing Trade | -18697 | -11055 | -18697 | -225286 | -129441 | -225286 |
Avg Bars in Trades | 129 | 119 | 138 | 129 | 119 | 138 |
Avg Bars in Winners | 205 | 187 | 220 | 205 | 187 | 220 |
Avg Bars in Losers | 69 | 74 | 63 | 69 | 74 | 63 |
Bars Traded | 24783 | 11449 | 13334 | 24783 | 11449 | 13334 |
Profit Streak | 7.4559 | 30.6226 | 0 | 7.4559 | 30.6226 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426090 | 306070 | 328824 | 372572 | 322037 | -51256 |
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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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