Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670416.2816 | 412421.8121 | 257994.4696 | 1724814.2573 | -113850.5 | 1838664.7573 |
Total P&L (%) | 670.4163 | 412.4218 | 257.9945 | 1724.8143 | -113.8505 | 1838.6648 |
Avg Daily Profit (%) | 0.3702 | 0.2277 | 0.1424 | 0.1605 | 0 | 0.1638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72529 | -85165 | -48835 | -1215265 | -1127858 | -607309 |
Profit Factor | 1.9365 | 2.0169 | 1.8313 | 1.2198 | 0.9745 | 1.5446 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 84 | 33 | 51 | 84 | 33 | 51 |
Losing Trades | 124 | 71 | 53 | 124 | 71 | 53 |
Profitability (%) | 40.3846 | 31.7308 | 49.0385 | 40.3846 | 31.7308 | 49.0385 |
Ratio Avg Win / Avg Loss | 2.8586 | 4.3395 | 1.9031 | 1.8007 | 2.0967 | 1.6051 |
Largest Winning Trade | 339116 | 339116 | 62863 | 807619 | 807619 | 631127 |
Largest Losing Trade | -38912 | -24249 | -38912 | -517529 | -291993 | -517529 |
Avg Bars in Trades | 103 | 89 | 116 | 103 | 89 | 116 |
Avg Bars in Winners | 161 | 148 | 169 | 161 | 148 | 169 |
Avg Bars in Losers | 63 | 62 | 65 | 63 | 62 | 65 |
Bars Traded | 21452 | 9351 | 12101 | 21452 | 9351 | 12101 |
Profit Streak | 42.6598 | 42.6598 | 125.2431 | 42.6598 | 42.6598 | 125.2431 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414229 | 174984 | 50361 | 242699 | -584830 | 403942 |
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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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