Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376655.5946 | 251292.7347 | 125362.8598 | 772580.7886 | 674760.6353 | 97820.1533 |
Total P&L (%) | 376.6556 | 251.2927 | 125.3629 | 772.5808 | 674.7606 | 97.8202 |
Avg Daily Profit (%) | 0.3616 | 0.2413 | 0.1204 | 0.2082 | 0.1968 | 0.0655 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80218 | -45107 | -71862 | -1003667 | -545509 | -673257 |
Profit Factor | 1.5156 | 1.6517 | 1.3635 | 1.1729 | 1.2721 | 1.0492 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Losing Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Profitability (%) | 45.9075 | 45.7143 | 46.0993 | 45.9075 | 45.7143 | 46.0993 |
Ratio Avg Win / Avg Loss | 1.7858 | 1.9614 | 1.5942 | 1.3821 | 1.5106 | 1.2268 |
Largest Winning Trade | 90876 | 90876 | 28542 | 617454 | 617454 | 360776 |
Largest Losing Trade | -31556 | -18552 | -31556 | -320829 | -320829 | -290643 |
Avg Bars in Trades | 87 | 101 | 73 | 87 | 101 | 73 |
Avg Bars in Winners | 112 | 117 | 106 | 112 | 117 | 106 |
Avg Bars in Losers | 66 | 88 | 45 | 66 | 88 | 45 |
Bars Traded | 24594 | 14235 | 10358 | 24594 | 14235 | 10358 |
Profit Streak | 0 | 23.2906 | 0 | 0 | 23.2906 | 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 | 410155 | 352726 | -32449 | -22300 | 278294 | -273524 |
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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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