Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609015.2085 | 468054.2859 | 140960.9226 | 2734424.9658 | 1014940.0526 | 1719484.9132 |
Total P&L (%) | 609.0152 | 468.0543 | 140.9609 | 2734.425 | 1014.9401 | 1719.4849 |
Avg Daily Profit (%) | 0.2924 | 0.2247 | 0.0677 | 0.1607 | 0.1159 | 0.1394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104006 | -51513 | -101184 | -5502206 | -2829007 | -2673198 |
Profit Factor | 1.8607 | 2.3144 | 1.401 | 1.1942 | 1.131 | 1.2715 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 47.3684 | 46.3158 | 48.4211 | 47.3684 | 46.3158 | 48.4211 |
Ratio Avg Win / Avg Loss | 2.0674 | 2.6826 | 1.4924 | 1.3269 | 1.311 | 1.3544 |
Largest Winning Trade | 200570 | 200570 | 69880 | 1803589 | 1803589 | 1781804 |
Largest Losing Trade | -25994 | -15642 | -25994 | -968123 | -968123 | -877601 |
Avg Bars in Trades | 129 | 114 | 143 | 129 | 114 | 143 |
Avg Bars in Winners | 159 | 137 | 181 | 159 | 137 | 181 |
Avg Bars in Losers | 101 | 95 | 107 | 101 | 95 | 107 |
Bars Traded | 24510 | 10924 | 13585 | 24510 | 10924 | 13585 |
Profit Streak | 17.9871 | 17.9871 | 18.7371 | 17.9871 | 17.9871 | 18.7371 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482293 | 398558 | -102210 | 66528 | -115490 | -6964 |
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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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