Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513125.9661 | 277298.4783 | 235827.4878 | 1097612.1163 | 101052.1465 | 996559.9698 |
Total P&L (%) | 513.126 | 277.2985 | 235.8275 | 1097.6121 | 101.0521 | 996.56 |
Avg Daily Profit (%) | 0.283 | 0.153 | 0.1301 | 0.1371 | 0.0385 | 0.1322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152839 | -135992 | -50796 | -606414 | -676086 | -361018 |
Profit Factor | 1.5866 | 1.52 | 1.6906 | 1.211 | 1.0327 | 1.4714 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 103 | 42 | 61 | 103 | 42 | 61 |
Losing Trades | 157 | 88 | 69 | 157 | 88 | 69 |
Profitability (%) | 39.6154 | 32.3077 | 46.9231 | 39.6154 | 32.3077 | 46.9231 |
Ratio Avg Win / Avg Loss | 2.4184 | 3.1848 | 1.9123 | 1.8459 | 2.1638 | 1.6644 |
Largest Winning Trade | 95470 | 95470 | 55446 | 458806 | 458806 | 374800 |
Largest Losing Trade | -29219 | -29219 | -28646 | -241362 | -207014 | -241362 |
Avg Bars in Trades | 82 | 93 | 71 | 82 | 93 | 71 |
Avg Bars in Winners | 127 | 143 | 115 | 127 | 143 | 115 |
Avg Bars in Losers | 53 | 70 | 32 | 53 | 70 | 32 |
Bars Traded | 21467 | 12185 | 9282 | 21467 | 12185 | 9282 |
Profit Streak | 12.5443 | 0 | 15.461 | 12.5443 | 0 | 15.461 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346705 | 96082 | -16984 | -11068 | -331942 | -14728 |
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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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