Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556811.8983 | 249522.103 | 307289.7953 | 2736076.444 | 1536668.9286 | 1199407.5155 |
Total P&L (%) | 556.8119 | 249.5221 | 307.2898 | 2736.0764 | 1536.6689 | 1199.4075 |
Avg Daily Profit (%) | 0.3186 | 0.1428 | 0.1758 | 0.1916 | 0.1601 | 0.1469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111963 | -70222 | -86259 | -1762196 | -741842 | -1522769 |
Profit Factor | 1.5999 | 1.5025 | 1.7119 | 1.3424 | 1.3869 | 1.2985 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 135 | 63 | 72 | 135 | 63 | 72 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 57.2034 | 53.3898 | 61.0169 | 57.2034 | 53.3898 | 61.0169 |
Ratio Avg Win / Avg Loss | 1.197 | 1.3117 | 1.0937 | 1.0043 | 1.2108 | 0.8296 |
Largest Winning Trade | 87607 | 87607 | 30726 | 453964 | 453964 | 328114 |
Largest Losing Trade | -44471 | -32156 | -44471 | -586018 | -309386 | -586018 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3231 | 1615 | 1616 | 3231 | 1615 | 1616 |
Profit Streak | 0 | 0 | 81.4311 | 0 | 0 | 81.4311 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482935 | -624 | 448990 | 387197 | 316363 | 171204 |
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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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