Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381119.8913 | 131091.5916 | 250028.2996 | 567052.5156 | 21845.5226 | 545206.993 |
Total P&L (%) | 381.1199 | 131.0916 | 250.0283 | 567.0525 | 21.8455 | 545.207 |
Avg Daily Profit (%) | 0.2375 | 0.0817 | 0.1558 | 0.1183 | 0.0123 | 0.1162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127828 | -81727 | -78350 | -2253212 | -1318573 | -1265615 |
Profit Factor | 1.371 | 1.2264 | 1.5575 | 1.0971 | 1.0069 | 1.2036 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 131 | 57 | 74 | 131 | 57 | 74 |
Losing Trades | 150 | 83 | 67 | 150 | 83 | 67 |
Profitability (%) | 46.6192 | 40.7143 | 52.4823 | 46.6192 | 40.7143 | 52.4823 |
Ratio Avg Win / Avg Loss | 1.5698 | 1.7859 | 1.4102 | 1.2562 | 1.4662 | 1.0898 |
Largest Winning Trade | 46342 | 46342 | 40108 | 392728 | 392728 | 325962 |
Largest Losing Trade | -41935 | -41935 | -25172 | -426987 | -366525 | -426987 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 9491 | 5024 | 4467 | 9491 | 5024 | 4467 |
Profit Streak | 9.1187 | 0 | 12.2854 | 9.1187 | 0 | 12.2854 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374136 | -86940 | 347790 | -147568 | -398776 | -37145 |
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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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