Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399971.4972 | 240386.4956 | 159585.0016 | 1821209.6046 | 1435254.7334 | 385954.8712 |
Total P&L (%) | 399.9715 | 240.3865 | 159.585 | 1821.2096 | 1435.2547 | 385.9549 |
Avg Daily Profit (%) | 0.384 | 0.2308 | 0.1532 | 0.2841 | 0.2625 | 0.1519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63557 | -40915 | -48391 | -1749486 | -469796 | -1381351 |
Profit Factor | 2.0044 | 2.2362 | 1.7832 | 1.4851 | 1.9283 | 1.1748 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Losing Trades | 130 | 71 | 59 | 130 | 71 | 59 |
Profitability (%) | 43.9655 | 38.7931 | 49.1379 | 43.9655 | 38.7931 | 49.1379 |
Ratio Avg Win / Avg Loss | 2.5547 | 3.5282 | 1.8458 | 1.8928 | 3.0424 | 1.216 |
Largest Winning Trade | 76823 | 76823 | 49022 | 786385 | 786385 | 541307 |
Largest Losing Trade | -14728 | -14728 | -11011 | -274704 | -188598 | -274704 |
Avg Bars in Trades | 106 | 96 | 116 | 106 | 96 | 116 |
Avg Bars in Winners | 170 | 163 | 175 | 170 | 163 | 175 |
Avg Bars in Losers | 56 | 53 | 60 | 56 | 53 | 60 |
Bars Traded | 24713 | 11142 | 13571 | 24713 | 11142 | 13571 |
Profit Streak | 12.5633 | 22.0633 | 0 | 12.5633 | 22.0633 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449437 | 308924 | 360788 | 380343 | 312309 | -21630 |
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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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