Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401496.0045 | 252785.8738 | 148710.1307 | 1480394.8185 | 1354007.3841 | 126387.4344 |
Total P&L (%) | 401.496 | 252.7859 | 148.7101 | 1480.3948 | 1354.0074 | 126.3874 |
Avg Daily Profit (%) | 0.3854 | 0.2427 | 0.1428 | 0.2653 | 0.2573 | 0.0785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81796 | -48805 | -65368 | -1883659 | -736138 | -1209182 |
Profit Factor | 1.7822 | 2.0754 | 1.5345 | 1.4001 | 1.8774 | 1.0586 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 130 | 70 | 60 | 130 | 70 | 60 |
Profitability (%) | 41.704 | 37.5 | 45.9459 | 41.704 | 37.5 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.4913 | 3.459 | 1.8053 | 1.9572 | 3.129 | 1.2454 |
Largest Winning Trade | 94954 | 94954 | 48240 | 633232 | 633232 | 570047 |
Largest Losing Trade | -22421 | -11503 | -22421 | -230729 | -229066 | -230729 |
Avg Bars in Trades | 110 | 98 | 121 | 110 | 98 | 121 |
Avg Bars in Winners | 188 | 167 | 206 | 188 | 167 | 206 |
Avg Bars in Losers | 54 | 58 | 49 | 54 | 58 | 49 |
Bars Traded | 24588 | 11082 | 13506 | 24588 | 11082 | 13506 |
Profit Streak | 13.6845 | 36.1429 | 0 | 13.6845 | 36.1429 | 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 | 400571 | 280970 | -1665 | 321985 | 286717 | -246077 |
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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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