Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225474.7506 | 84591.9373 | 140882.8134 | 283967.6327 | 104117.9181 | 179849.7145 |
Total P&L (%) | 225.4748 | 84.5919 | 140.8828 | 283.9676 | 104.1179 | 179.8497 |
Avg Daily Profit (%) | 0.2002 | 0.0751 | 0.1251 | 0.1196 | 0.0634 | 0.0914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96503 | -24806 | -103479 | -604711 | -133025 | -631765 |
Profit Factor | 1.5887 | 1.8224 | 1.5029 | 1.1738 | 1.2618 | 1.1455 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 146 | 64 | 82 | 146 | 64 | 82 |
Losing Trades | 95 | 57 | 38 | 95 | 57 | 38 |
Profitability (%) | 60.5809 | 52.8926 | 68.3333 | 60.5809 | 52.8926 | 68.3333 |
Ratio Avg Win / Avg Loss | 1.0337 | 1.6231 | 0.6965 | 0.7638 | 1.1238 | 0.5309 |
Largest Winning Trade | 49099 | 49099 | 18704 | 60729 | 49099 | 60729 |
Largest Losing Trade | -46056 | -13204 | -46056 | -308520 | -42347 | -308520 |
Avg Bars in Trades | 54 | 6 | 103 | 54 | 6 | 103 |
Avg Bars in Winners | 40 | 3 | 69 | 40 | 3 | 69 |
Avg Bars in Losers | 76 | 9 | 175 | 76 | 9 | 175 |
Bars Traded | 13162 | 756 | 12406 | 13162 | 756 | 12406 |
Profit Streak | 0 | 0 | 45.3498 | 0 | 0 | 45.3498 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435744 | -88760 | -22691 | -61754 | -108018 | -129381 |
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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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