Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524880.8476 | 394530.0103 | 130350.8374 | 1226303.0787 | 1040411.4016 | 185891.6771 |
Total P&L (%) | 524.8808 | 394.53 | 130.3508 | 1226.3031 | 1040.4114 | 185.8917 |
Avg Daily Profit (%) | 0.2379 | 0.1788 | 0.0591 | 0.1172 | 0.1104 | 0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89920 | -90127 | -72802 | -1404655 | -925924 | -732176 |
Profit Factor | 1.6179 | 1.8416 | 1.3425 | 1.1653 | 1.2463 | 1.0582 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 50.2591 | 46.3918 | 54.1667 | 50.2591 | 46.3918 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.6012 | 2.128 | 1.1359 | 1.1533 | 1.4401 | 0.8954 |
Largest Winning Trade | 98372 | 98372 | 53594 | 925874 | 925874 | 302320 |
Largest Losing Trade | -32799 | -32799 | -31174 | -570469 | -466702 | -570469 |
Avg Bars in Trades | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Winners | 74 | 67 | 79 | 74 | 67 | 79 |
Avg Bars in Losers | 60 | 53 | 69 | 60 | 53 | 69 |
Bars Traded | 13020 | 5847 | 7174 | 13020 | 5847 | 7174 |
Profit Streak | 0 | 0 | 55.1237 | 0 | 0 | 55.1237 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448881 | 332500 | -112873 | -73691 | -47139 | -286653 |
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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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