Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726994.7906 | 551833.9756 | 175160.815 | 3061586.0445 | 1754015.9666 | 1307570.0779 |
Total P&L (%) | 726.9948 | 551.834 | 175.1608 | 3061.586 | 1754.016 | 1307.5701 |
Avg Daily Profit (%) | 0.349 | 0.2649 | 0.0841 | 0.1659 | 0.1403 | 0.127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109170 | -80514 | -98803 | -364321 | -562845 | -281901 |
Profit Factor | 2.0155 | 2.4189 | 1.5357 | 1.8899 | 1.783 | 2.0893 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Profitability (%) | 45.3271 | 45.7944 | 44.8598 | 45.3271 | 45.7944 | 44.8598 |
Ratio Avg Win / Avg Loss | 2.4311 | 2.8632 | 1.8877 | 2.2796 | 2.1105 | 2.5682 |
Largest Winning Trade | 235432 | 235432 | 60920 | 1215903 | 1215903 | 585940 |
Largest Losing Trade | -40114 | -22137 | -40114 | -362852 | -362852 | -148528 |
Avg Bars in Trades | 113 | 109 | 117 | 113 | 109 | 117 |
Avg Bars in Winners | 169 | 152 | 186 | 169 | 152 | 186 |
Avg Bars in Losers | 68 | 73 | 62 | 68 | 73 | 62 |
Bars Traded | 24370 | 11752 | 12618 | 24370 | 11752 | 12618 |
Profit Streak | 0 | 0 | 57.4274 | 0 | 0 | 57.4274 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447983 | 406658 | -79356 | 382933 | -3904 | -20353 |
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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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