Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392704.9435 | 119239.3938 | 273465.5497 | 1127624.9431 | 198263.8225 | 929361.1206 |
Total P&L (%) | 392.7049 | 119.2394 | 273.4656 | 1127.6249 | 198.2638 | 929.3611 |
Avg Daily Profit (%) | 0.3036 | 0.0922 | 0.2114 | 0.194 | 0.0845 | 0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66929 | -86635 | -54582 | -1327203 | -1526337 | -509284 |
Profit Factor | 1.5648 | 1.3312 | 1.8154 | 1.2183 | 1.0663 | 1.4272 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Profitability (%) | 40.1961 | 39.2157 | 41.1765 | 40.1961 | 39.2157 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.3281 | 2.0634 | 2.5935 | 1.8125 | 1.6527 | 2.0389 |
Largest Winning Trade | 71238 | 71238 | 49225 | 677328 | 677328 | 291677 |
Largest Losing Trade | -19171 | -19171 | -14808 | -442395 | -442395 | -217396 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 3790 | 1973 | 1817 | 3790 | 1973 | 1817 |
Profit Streak | 11.2422 | 0 | 11.5755 | 11.2422 | 0 | 11.5755 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341603 | -72724 | 300856 | 246668 | -230828 | 253335 |
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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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