Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408777.1932 | 268464.4399 | 140312.7533 | 1633174.0176 | 1499791.8291 | 133382.1885 |
Total P&L (%) | 408.7772 | 268.4644 | 140.3128 | 1633.174 | 1499.7918 | 133.3822 |
Avg Daily Profit (%) | 0.3924 | 0.2577 | 0.1347 | 0.2742 | 0.2665 | 0.0814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83728 | -55414 | -79579 | -1492685 | -316751 | -1201302 |
Profit Factor | 1.7024 | 1.989 | 1.4519 | 1.4484 | 1.9592 | 1.0642 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 146 | 76 | 70 | 146 | 76 | 70 |
Profitability (%) | 42.0635 | 39.6825 | 44.4444 | 42.0635 | 39.6825 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3449 | 3.0232 | 1.8149 | 1.995 | 2.978 | 1.3302 |
Largest Winning Trade | 63592 | 63592 | 35077 | 732941 | 732941 | 574487 |
Largest Losing Trade | -16087 | -16087 | -14548 | -266555 | -159830 | -266555 |
Avg Bars in Trades | 98 | 90 | 106 | 98 | 90 | 106 |
Avg Bars in Winners | 172 | 156 | 186 | 172 | 156 | 186 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 24783 | 11342 | 13441 | 24783 | 11342 | 13441 |
Profit Streak | 10.6016 | 13.0599 | 0 | 10.6016 | 13.0599 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409442 | 297693 | -13463 | 347603 | 313327 | -236602 |
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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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