Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656849.2232 | 344039.1198 | 312810.1035 | 5344981.1703 | 666144.8092 | 4678836.3611 |
Total P&L (%) | 656.8492 | 344.0391 | 312.8101 | 5344.9812 | 666.1448 | 4678.8364 |
Avg Daily Profit (%) | 0.3618 | 0.1895 | 0.1723 | 0.2204 | 0.1122 | 0.2132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71901 | -115405 | -36418 | -4551560 | -4772493 | -2180983 |
Profit Factor | 1.7893 | 1.7407 | 1.8507 | 1.193 | 1.0453 | 1.3599 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Profitability (%) | 33.8645 | 29.6 | 38.0952 | 33.8645 | 29.6 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.4943 | 4.14 | 3.0073 | 2.3299 | 2.4862 | 2.2099 |
Largest Winning Trade | 113604 | 113604 | 50525 | 2908848 | 2908848 | 2272720 |
Largest Losing Trade | -18791 | -18791 | -18187 | -1022165 | -817162 | -1022165 |
Avg Bars in Trades | 42 | 44 | 39 | 42 | 44 | 39 |
Avg Bars in Winners | 78 | 84 | 74 | 78 | 84 | 74 |
Avg Bars in Losers | 23 | 28 | 17 | 23 | 28 | 17 |
Bars Traded | 10572 | 5623 | 4949 | 10572 | 5623 | 4949 |
Profit Streak | 15.3181 | 0 | 18.1514 | 15.3181 | 0 | 18.1514 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303709 | 38454 | 237998 | -3277 | -222060 | 195357 |
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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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