Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642122.7532 | 437969.427 | 204153.3263 | 2628198.5995 | 854296.9953 | 1773901.6042 |
Total P&L (%) | 642.1228 | 437.9694 | 204.1533 | 2628.1986 | 854.297 | 1773.9016 |
Avg Daily Profit (%) | 0.2954 | 0.2015 | 0.0939 | 0.1522 | 0.1038 | 0.1349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110055 | -100849 | -61743 | -3542291 | -1913250 | -1840801 |
Profit Factor | 1.6533 | 1.8661 | 1.4278 | 1.1556 | 1.0951 | 1.2244 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 148 | 77 | 71 | 148 | 77 | 71 |
Profitability (%) | 38.0753 | 35.2941 | 40.8333 | 38.0753 | 35.2941 | 40.8333 |
Ratio Avg Win / Avg Loss | 2.6889 | 3.4212 | 2.0689 | 1.8794 | 2.0076 | 1.7742 |
Largest Winning Trade | 125975 | 125975 | 48765 | 1953803 | 1953803 | 832889 |
Largest Losing Trade | -26478 | -25746 | -26478 | -699769 | -679473 | -699769 |
Avg Bars in Trades | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Winners | 60 | 63 | 58 | 60 | 63 | 58 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 8601 | 4130 | 4471 | 8601 | 4130 | 4471 |
Profit Streak | 24.9289 | 0 | 25.6789 | 24.9289 | 0 | 25.6789 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329060 | 187863 | -68878 | -43474 | -174785 | -15056 |
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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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