Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803721.7104 | 615279.8239 | 188441.8864 | 2729030.3447 | -394964.92 | 3123995.2647 |
Total P&L (%) | 803.7217 | 615.2798 | 188.4419 | 2729.0303 | -394.9649 | 3123.9953 |
Avg Daily Profit (%) | 0.4967 | 0.3803 | 0.1165 | 0.2068 | 0 | 0.2149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161084 | -184324 | -68263 | -5395945 | -6398123 | -1113646 |
Profit Factor | 1.8917 | 2.0967 | 1.5537 | 1.1662 | 0.9655 | 1.6258 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 136 | 72 | 64 | 136 | 72 | 64 |
Profitability (%) | 34.6154 | 30.7692 | 38.4615 | 34.6154 | 30.7692 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.5732 | 4.7176 | 2.486 | 2.2027 | 2.1723 | 2.6012 |
Largest Winning Trade | 274403 | 274403 | 41244 | 4564207 | 4564207 | 963645 |
Largest Losing Trade | -32428 | -32428 | -18758 | -1815999 | -1815999 | -709822 |
Avg Bars in Trades | 92 | 135 | 49 | 92 | 135 | 49 |
Avg Bars in Winners | 162 | 261 | 83 | 162 | 261 | 83 |
Avg Bars in Losers | 55 | 79 | 27 | 55 | 79 | 27 |
Bars Traded | 19191 | 14078 | 5113 | 19191 | 14078 | 5113 |
Profit Streak | 0 | 0 | 499.0401 | 0 | 0 | 499.0401 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333760 | 209145 | -38952 | -33440 | -585756 | 254266 |
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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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