Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084212.1404 | 936964.3641 | 147247.7762 | 3237182.6482 | 3013219.0736 | 223963.5746 |
Total P&L (%) | 1084.2121 | 936.9644 | 147.2478 | 3237.1826 | 3013.2191 | 223.9636 |
Avg Daily Profit (%) | 0.4699 | 0.4061 | 0.0638 | 0.1522 | 0.1491 | 0.051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130296 | -84307 | -182111 | -3392629 | -3158740 | -2820859 |
Profit Factor | 1.9992 | 2.8341 | 1.2564 | 1.1425 | 1.2901 | 1.0182 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 46.2312 | 42 | 50.5051 | 46.2312 | 42 | 50.5051 |
Ratio Avg Win / Avg Loss | 2.3251 | 3.9138 | 1.2313 | 1.3288 | 1.7816 | 0.9978 |
Largest Winning Trade | 397185 | 397185 | 83955 | 2787902 | 2787902 | 1180710 |
Largest Losing Trade | -57122 | -46808 | -57122 | -2174862 | -1104050 | -2174862 |
Avg Bars in Trades | 67 | 60 | 74 | 67 | 60 | 74 |
Avg Bars in Winners | 97 | 85 | 107 | 97 | 85 | 107 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 13419 | 6029 | 7390 | 13419 | 6029 | 7390 |
Profit Streak | 0 | 0 | 16.007 | 0 | 0 | 16.007 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493909 | 425181 | -107539 | -56540 | 150949 | -326713 |
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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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