Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1748998.1665 | 1648512.3384 | 100485.8281 | 1027419.7796 | 806760.5975 | 220659.1821 |
Total P&L (%) | 1748.9982 | 1648.5123 | 100.4858 | 1027.4198 | 806.7606 | 220.6592 |
Avg Daily Profit (%) | 0.7553 | 0.7119 | 0.0434 | 0.1047 | 0.0953 | 0.0503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114681 | -87602 | -125447 | -1256910 | -1134100 | -919179 |
Profit Factor | 2.7814 | 4.2973 | 1.2085 | 1.1376 | 1.1958 | 1.0659 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 47.7387 | 44 | 51.5152 | 47.7387 | 44 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.0449 | 5.4693 | 1.1374 | 1.2454 | 1.522 | 1.0032 |
Largest Winning Trade | 1468014 | 1468014 | 77946 | 902305 | 902305 | 508680 |
Largest Losing Trade | -46675 | -37364 | -46675 | -440359 | -440359 | -408584 |
Avg Bars in Trades | 44 | 33 | 56 | 44 | 33 | 56 |
Avg Bars in Winners | 70 | 53 | 84 | 70 | 53 | 84 |
Avg Bars in Losers | 22 | 18 | 26 | 22 | 18 | 26 |
Bars Traded | 8946 | 3388 | 5558 | 8946 | 3388 | 5558 |
Profit Streak | 0 | 0 | 20.4773 | 0 | 0 | 20.4773 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 657151 | 614572 | -134459 | -121847 | -72021 | -272745 |
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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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