Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576931.939 | 462713.7468 | 114218.1922 | 1317896.1871 | 1018351.4474 | 299544.7397 |
Total P&L (%) | 576.9319 | 462.7137 | 114.2182 | 1317.8962 | 1018.3514 | 299.5447 |
Avg Daily Profit (%) | 0.4616 | 0.3702 | 0.0914 | 0.2124 | 0.1934 | 0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102985 | -74293 | -93332 | -1149513 | -823034 | -538913 |
Profit Factor | 1.6809 | 2.0195 | 1.2903 | 1.3064 | 1.4006 | 1.1703 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 49.5192 | 49.0385 | 50 | 49.5192 | 49.0385 | 50 |
Ratio Avg Win / Avg Loss | 1.7135 | 2.0986 | 1.2903 | 1.3318 | 1.4556 | 1.1703 |
Largest Winning Trade | 186191 | 186191 | 32266 | 542178 | 542178 | 260611 |
Largest Losing Trade | -37160 | -28507 | -37160 | -325519 | -296777 | -325519 |
Avg Bars in Trades | 70 | 86 | 53 | 70 | 86 | 53 |
Avg Bars in Winners | 86 | 102 | 70 | 86 | 102 | 70 |
Avg Bars in Losers | 54 | 71 | 36 | 54 | 71 | 36 |
Bars Traded | 14566 | 9016 | 5550 | 14566 | 9016 | 5550 |
Profit Streak | 18.0486 | 18.0486 | 69.2152 | 18.0486 | 18.0486 | 69.2152 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555332 | 461770 | -69839 | 368457 | 309355 | -77045 |
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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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