Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698186.3521 | 432389.3797 | 265796.9724 | 2012965.8651 | 389164.2818 | 1623801.5833 |
Total P&L (%) | 698.1864 | 432.3894 | 265.797 | 2012.9659 | 389.1643 | 1623.8016 |
Avg Daily Profit (%) | 0.3855 | 0.2387 | 0.1467 | 0.1686 | 0.0877 | 0.1573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77707 | -92413 | -58190 | -1431007 | -1186067 | -1248024 |
Profit Factor | 1.9723 | 2.1012 | 1.8167 | 1.2253 | 1.0841 | 1.3772 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 79 | 31 | 48 | 79 | 31 | 48 |
Losing Trades | 95 | 56 | 39 | 95 | 56 | 39 |
Profitability (%) | 45.4023 | 35.6322 | 55.1724 | 45.4023 | 35.6322 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.3717 | 3.7958 | 1.476 | 1.4735 | 1.9583 | 1.119 |
Largest Winning Trade | 347331 | 347331 | 59296 | 1005376 | 1005376 | 583817 |
Largest Losing Trade | -33818 | -31073 | -33818 | -588470 | -323193 | -588470 |
Avg Bars in Trades | 61 | 59 | 64 | 61 | 59 | 64 |
Avg Bars in Winners | 86 | 87 | 86 | 86 | 87 | 86 |
Avg Bars in Losers | 40 | 43 | 36 | 40 | 43 | 36 |
Bars Traded | 10741 | 5148 | 5593 | 10741 | 5148 | 5593 |
Profit Streak | 43.2335 | 43.2335 | 128.0668 | 43.2335 | 43.2335 | 128.0668 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485285 | 237283 | 249029 | 270262 | -208179 | 358648 |
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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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