Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598780.1539 | 351092.4365 | 247687.7174 | 4068420.6558 | 3374943.9068 | 693476.7491 |
Total P&L (%) | 598.7802 | 351.0924 | 247.6877 | 4068.4207 | 3374.9439 | 693.4767 |
Avg Daily Profit (%) | 0.3549 | 0.2081 | 0.1468 | 0.2213 | 0.2105 | 0.1228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65603 | -99636 | -53994 | -3810673 | -1350932 | -2735358 |
Profit Factor | 1.656 | 1.7791 | 1.536 | 1.3598 | 1.6582 | 1.1122 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 125 | 55 | 70 | 125 | 55 | 70 |
Losing Trades | 199 | 107 | 92 | 199 | 107 | 92 |
Profitability (%) | 38.5802 | 33.9506 | 43.2099 | 38.5802 | 33.9506 | 43.2099 |
Ratio Avg Win / Avg Loss | 2.6364 | 3.4611 | 2.0188 | 2.1649 | 3.2259 | 1.4618 |
Largest Winning Trade | 87954 | 87954 | 50149 | 1878628 | 1878628 | 1237811 |
Largest Losing Trade | -20543 | -14969 | -20543 | -1249230 | -831728 | -1249230 |
Avg Bars in Trades | 62 | 58 | 65 | 62 | 58 | 65 |
Avg Bars in Winners | 102 | 101 | 103 | 102 | 101 | 103 |
Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
Bars Traded | 20100 | 9544 | 10556 | 20100 | 9544 | 10556 |
Profit Streak | 0 | 38.6435 | 0 | 0 | 38.6435 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351054 | 219757 | 116487 | 253225 | 227105 | -128003 |
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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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