Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515810.8961 | 297306.3323 | 218504.5638 | 1872425.1022 | 1827089.3804 | 45335.7217 |
Total P&L (%) | 515.8109 | 297.3063 | 218.5046 | 1872.4251 | 1827.0894 | 45.3357 |
Avg Daily Profit (%) | 0.3049 | 0.1757 | 0.1292 | 0.1764 | 0.175 | 0.0221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73038 | -102953 | -56751 | -2194089 | -745979 | -1834573 |
Profit Factor | 1.6745 | 1.7919 | 1.5612 | 1.3393 | 1.775 | 1.0143 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 39.5122 | 39.2157 | 39.8058 | 39.5122 | 39.2157 | 39.8058 |
Ratio Avg Win / Avg Loss | 2.5634 | 2.7774 | 2.3609 | 2.0502 | 2.7512 | 1.5339 |
Largest Winning Trade | 83528 | 83528 | 53213 | 1037506 | 1037506 | 787772 |
Largest Losing Trade | -33765 | -23790 | -33765 | -429791 | -240019 | -429791 |
Avg Bars in Trades | 32 | 33 | 30 | 32 | 33 | 30 |
Avg Bars in Winners | 52 | 54 | 51 | 52 | 54 | 51 |
Avg Bars in Losers | 18 | 20 | 15 | 18 | 20 | 15 |
Bars Traded | 6574 | 3467 | 3107 | 6574 | 3467 | 3107 |
Profit Streak | 0 | 43.4006 | 0 | 0 | 43.4006 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327631 | 248001 | -22047 | 225561 | 261613 | -372972 |
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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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