Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593453.403 | 386885.1744 | 206568.2286 | 2118480.5391 | 612317.2236 | 1506163.3156 |
Total P&L (%) | 593.4534 | 386.8852 | 206.5682 | 2118.4805 | 612.3172 | 1506.1633 |
Avg Daily Profit (%) | 0.3119 | 0.2034 | 0.1086 | 0.163 | 0.1033 | 0.146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125257 | -105370 | -129569 | -956947 | -1133658 | -569733 |
Profit Factor | 1.7765 | 1.9576 | 1.5734 | 1.4398 | 1.2284 | 1.705 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 42.0765 | 39.1304 | 45.0549 | 42.0765 | 39.1304 | 45.0549 |
Ratio Avg Win / Avg Loss | 2.4456 | 3.0452 | 1.9188 | 1.982 | 1.9108 | 2.0793 |
Largest Winning Trade | 135763 | 135763 | 49614 | 590908 | 469557 | 590908 |
Largest Losing Trade | -30953 | -30953 | -23960 | -241062 | -144903 | -241062 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 3708 | 1766 | 1942 | 3708 | 1766 | 1942 |
Profit Streak | 508.2651 | 514.7651 | 508.2651 | 508.2651 | 514.7651 | 508.2651 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426744 | 290531 | -46543 | 333414 | -57260 | 150951 |
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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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