Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1573593.7941 | 1455366.9326 | 118226.8615 | 654518.1536 | -13349.5181 | 667867.6717 |
Total P&L (%) | 1573.5938 | 1455.3669 | 118.2269 | 654.5182 | -13.3495 | 667.8677 |
Avg Daily Profit (%) | 0.6653 | 0.6153 | 0.05 | 0.0855 | -0.0061 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107451 | -62754 | -158191 | -843271 | -731637 | -387162 |
Profit Factor | 2.8442 | 4.3601 | 1.2814 | 1.1644 | 0.9941 | 1.39 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 36.4532 | 33.3333 | 39.604 | 36.4532 | 33.3333 | 39.604 |
Ratio Avg Win / Avg Loss | 4.9581 | 8.7202 | 1.9541 | 2.0298 | 1.9882 | 2.1198 |
Largest Winning Trade | 1435925 | 1435925 | 64360 | 584659 | 584659 | 563032 |
Largest Losing Trade | -41169 | -27920 | -41169 | -212803 | -212803 | -163049 |
Avg Bars in Trades | 34 | 28 | 39 | 34 | 28 | 39 |
Avg Bars in Winners | 68 | 59 | 76 | 68 | 59 | 76 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 6932 | 2922 | 4010 | 6932 | 2922 | 4010 |
Profit Streak | 0 | 0 | 20.2383 | 0 | 0 | 20.2383 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476580 | 447366 | -128854 | -121246 | -584486 | -79461 |
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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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