Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565339.8606 | 321521.3885 | 243818.4721 | 4134330.8933 | 2862609.9254 | 1271720.9679 |
Total P&L (%) | 565.3399 | 321.5214 | 243.8185 | 4134.3309 | 2862.6099 | 1271.721 |
Avg Daily Profit (%) | 0.336 | 0.1911 | 0.1449 | 0.2229 | 0.2016 | 0.1558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60457 | -77013 | -38879 | -2135053 | -674507 | -1667068 |
Profit Factor | 1.9188 | 2.0225 | 1.8105 | 1.5504 | 1.8096 | 1.3199 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 33.9695 | 30.5344 | 37.4046 | 33.9695 | 30.5344 | 37.4046 |
Ratio Avg Win / Avg Loss | 3.7298 | 4.6012 | 3.0297 | 3.0137 | 4.1169 | 2.2088 |
Largest Winning Trade | 111409 | 111409 | 53374 | 1077692 | 1077692 | 785505 |
Largest Losing Trade | -23293 | -12030 | -23293 | -725935 | -230594 | -725935 |
Avg Bars in Trades | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Winners | 83 | 79 | 87 | 83 | 79 | 87 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 9960 | 4574 | 5386 | 9960 | 4574 | 5386 |
Profit Streak | 41.5846 | 41.5846 | 50.2513 | 41.5846 | 41.5846 | 50.2513 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322845 | 149840 | -673 | 254973 | 153285 | 159696 |
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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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