Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817645.4613 | 650561.6382 | 167083.8231 | 1304687.9101 | 806778.6193 | 497909.2907 |
Total P&L (%) | 817.6455 | 650.5616 | 167.0838 | 1304.6879 | 806.7786 | 497.9093 |
Avg Daily Profit (%) | 0.5088 | 0.4048 | 0.104 | 0.1646 | 0.1373 | 0.1113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72503 | -77683 | -86954 | -1084873 | -1147661 | -1036615 |
Profit Factor | 2.1047 | 2.6259 | 1.4913 | 1.2105 | 1.2451 | 1.1714 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 32.3171 | 24.3902 | 40.2439 | 32.3171 | 24.3902 | 40.2439 |
Ratio Avg Win / Avg Loss | 4.4079 | 8.1402 | 2.2144 | 2.5353 | 3.8597 | 1.7393 |
Largest Winning Trade | 446112 | 446112 | 53838 | 1426940 | 1426940 | 307001 |
Largest Losing Trade | -23927 | -15565 | -23927 | -353876 | -212375 | -353876 |
Avg Bars in Trades | 19 | 16 | 22 | 19 | 16 | 22 |
Avg Bars in Winners | 45 | 43 | 46 | 45 | 43 | 46 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 3166 | 1343 | 1823 | 3166 | 1343 | 1823 |
Profit Streak | 17.1308 | 0 | 59.1308 | 17.1308 | 0 | 59.1308 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342341 | -21886 | -58807 | 115679 | -45160 | -82231 |
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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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