Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428742.5474 | 250350.6742 | 178391.8732 | 1009682.5446 | 770363.6809 | 239318.8636 |
Total P&L (%) | 428.7425 | 250.3507 | 178.3919 | 1009.6825 | 770.3637 | 239.3189 |
Avg Daily Profit (%) | 0.3168 | 0.185 | 0.1318 | 0.178 | 0.16 | 0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86878 | -78582 | -98524 | -602535 | -294946 | -368134 |
Profit Factor | 1.4445 | 1.5377 | 1.3576 | 1.2885 | 1.4525 | 1.1331 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 52.4164 | 51.1111 | 53.7313 | 52.4164 | 51.1111 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.3113 | 1.4709 | 1.169 | 1.1697 | 1.3893 | 0.9758 |
Largest Winning Trade | 52750 | 52750 | 48490 | 226060 | 226060 | 137623 |
Largest Losing Trade | -35764 | -20131 | -35764 | -173750 | -149248 | -173750 |
Avg Bars in Trades | 29 | 22 | 37 | 29 | 22 | 37 |
Avg Bars in Winners | 35 | 25 | 45 | 35 | 25 | 45 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 8011 | 3029 | 4982 | 8011 | 3029 | 4982 |
Profit Streak | 0 | 0 | 13.7348 | 0 | 0 | 13.7348 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417049 | 333181 | -15252 | 355001 | 321734 | -146768 |
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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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