Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282899.7982 | 180071.4818 | 102828.3164 | 605291.2252 | 302481.0053 | 302810.22 |
Total P&L (%) | 282.8998 | 180.0715 | 102.8283 | 605.2912 | 302.481 | 302.8102 |
Avg Daily Profit (%) | 0.5432 | 0.3457 | 0.1974 | 0.3758 | 0.2677 | 0.2679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58082 | -45569 | -25951 | -541839 | -340094 | -256503 |
Profit Factor | 1.6568 | 1.7849 | 1.5108 | 1.2769 | 1.2494 | 1.3113 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 100 | 43 | 57 | 100 | 43 | 57 |
Losing Trades | 135 | 75 | 60 | 135 | 75 | 60 |
Profitability (%) | 42.5532 | 36.4407 | 48.7179 | 42.5532 | 36.4407 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.2367 | 3.1132 | 1.5903 | 1.7239 | 2.1791 | 1.3803 |
Largest Winning Trade | 109908 | 109908 | 24281 | 306214 | 306214 | 105318 |
Largest Losing Trade | -11056 | -10647 | -11056 | -113667 | -61534 | -113667 |
Avg Bars in Trades | 104 | 104 | 103 | 104 | 104 | 103 |
Avg Bars in Winners | 154 | 176 | 137 | 154 | 176 | 137 |
Avg Bars in Losers | 66 | 63 | 70 | 66 | 63 | 70 |
Bars Traded | 24460 | 12373 | 12087 | 24460 | 12373 | 12087 |
Profit Streak | 11.4544 | 12.1419 | 0 | 11.4544 | 12.1419 | 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 | 435232 | 244458 | 315778 | 323702 | 130468 | 253560 |
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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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