Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398051.7447 | 242732.2362 | 155319.5085 | 1685315.2401 | 1498353.6437 | 186961.5964 |
Total P&L (%) | 398.0517 | 242.7322 | 155.3195 | 1685.3152 | 1498.3536 | 186.9616 |
Avg Daily Profit (%) | 0.3821 | 0.233 | 0.1491 | 0.2771 | 0.2664 | 0.1013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59943 | -41032 | -53258 | -1581462 | -525875 | -1252914 |
Profit Factor | 1.855 | 2.1232 | 1.6227 | 1.4054 | 1.8342 | 1.0792 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 147 | 78 | 69 | 147 | 78 | 69 |
Profitability (%) | 37.9747 | 33.8983 | 42.0168 | 37.9747 | 33.8983 | 42.0168 |
Ratio Avg Win / Avg Loss | 3.0298 | 4.1402 | 2.2393 | 2.2954 | 3.5767 | 1.4893 |
Largest Winning Trade | 76983 | 76983 | 30657 | 943132 | 943132 | 539650 |
Largest Losing Trade | -16459 | -11442 | -16459 | -278096 | -278096 | -241419 |
Avg Bars in Trades | 104 | 95 | 113 | 104 | 95 | 113 |
Avg Bars in Winners | 191 | 179 | 200 | 191 | 179 | 200 |
Avg Bars in Losers | 51 | 51 | 50 | 51 | 51 | 50 |
Bars Traded | 24697 | 11228 | 13469 | 24697 | 11228 | 13469 |
Profit Streak | 0 | 29.6837 | 0 | 0 | 29.6837 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333431 | 231950 | 206657 | 255570 | 237152 | -194573 |
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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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