Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631390.5558 | 441698.7614 | 189691.7944 | 2146613.9643 | 569996.6516 | 1576617.3128 |
Total P&L (%) | 631.3906 | 441.6988 | 189.6918 | 2146.614 | 569.9967 | 1576.6173 |
Avg Daily Profit (%) | 0.2911 | 0.2036 | 0.0875 | 0.1436 | 0.0877 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160264 | -96427 | -92522 | -2625531 | -1691868 | -1069891 |
Profit Factor | 1.6401 | 1.8375 | 1.4133 | 1.2378 | 1.1082 | 1.4195 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
Profitability (%) | 39.2241 | 35.3448 | 43.1034 | 39.2241 | 35.3448 | 43.1034 |
Ratio Avg Win / Avg Loss | 2.5413 | 3.3613 | 1.8655 | 1.9179 | 2.0272 | 1.8737 |
Largest Winning Trade | 120503 | 120503 | 45295 | 1680707 | 1680707 | 1030511 |
Largest Losing Trade | -40869 | -40869 | -30202 | -463329 | -463329 | -359456 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 4072 | 2202 | 1871 | 4072 | 2202 | 1871 |
Profit Streak | 19.6079 | 0 | 21.6079 | 19.6079 | 0 | 21.6079 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352095 | 196977 | -76410 | -2276 | -181494 | -19138 |
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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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