Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230254.3422 | 140233.2935 | 90021.0487 | 368356.6256 | 345265.6107 | 23091.0149 |
Total P&L (%) | 230.2543 | 140.2333 | 90.021 | 368.3566 | 345.2656 | 23.091 |
Avg Daily Profit (%) | 0.4421 | 0.2693 | 0.1728 | 0.2969 | 0.2872 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54492 | -45444 | -41418 | -435949 | -120094 | -343601 |
Profit Factor | 1.3808 | 1.455 | 1.3037 | 1.2195 | 1.4628 | 1.0248 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 184 | 94 | 90 | 184 | 94 | 90 |
Losing Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Profitability (%) | 66.6667 | 68.1159 | 65.2174 | 66.6667 | 68.1159 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.6904 | 0.681 | 0.6953 | 0.6098 | 0.6847 | 0.5465 |
Largest Winning Trade | 19946 | 19946 | 15020 | 59191 | 58435 | 59191 |
Largest Losing Trade | -34421 | -25922 | -34421 | -304047 | -120094 | -304047 |
Avg Bars in Trades | 89 | 87 | 91 | 89 | 87 | 91 |
Avg Bars in Winners | 59 | 54 | 65 | 59 | 54 | 65 |
Avg Bars in Losers | 149 | 158 | 141 | 149 | 158 | 141 |
Bars Traded | 24732 | 12090 | 12642 | 24732 | 12090 | 12642 |
Profit Streak | 0 | 9.4997 | 0 | 0 | 9.4997 | 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 | 418924 | 354021 | 253595 | 338760 | 361263 | -338166 |
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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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