Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377297.5998 | 237891.936 | 139405.6639 | 1399723.4417 | 1277875.1033 | 121848.3384 |
Total P&L (%) | 377.2976 | 237.8919 | 139.4057 | 1399.7234 | 1277.8751 | 121.8483 |
Avg Daily Profit (%) | 0.3622 | 0.2284 | 0.1338 | 0.2603 | 0.2521 | 0.0765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40797 | -44733 | -45120 | -860338 | -370867 | -920178 |
Profit Factor | 2.1138 | 2.5177 | 1.7659 | 1.4386 | 1.9788 | 1.0646 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Profitability (%) | 48.1203 | 51.5152 | 44.7761 | 48.1203 | 51.5152 | 44.7761 |
Ratio Avg Win / Avg Loss | 2.2789 | 2.3696 | 2.178 | 1.551 | 1.8624 | 1.313 |
Largest Winning Trade | 88709 | 88709 | 49849 | 554949 | 554949 | 363389 |
Largest Losing Trade | -18775 | -13662 | -18775 | -284816 | -153211 | -284816 |
Avg Bars in Trades | 185 | 166 | 205 | 185 | 166 | 205 |
Avg Bars in Winners | 283 | 235 | 337 | 283 | 235 | 337 |
Avg Bars in Losers | 95 | 93 | 97 | 95 | 93 | 97 |
Bars Traded | 24727 | 10984 | 13743 | 24727 | 10984 | 13743 |
Profit Streak | 0 | 38.9194 | 0 | 0 | 38.9194 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455352 | -110332 | -130008 | 367800 | -110753 | -359203 |
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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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