Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747529.8719 | 541311.601 | 206218.2709 | 6688019.7271 | 4686325.1482 | 2001694.5789 |
Total P&L (%) | 747.5299 | 541.3116 | 206.2183 | 6688.0197 | 4686.3251 | 2001.6946 |
Avg Daily Profit (%) | 0.3588 | 0.2598 | 0.099 | 0.2027 | 0.1859 | 0.1463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88410 | -60156 | -73760 | -13165071 | -7667547 | -8554067 |
Profit Factor | 1.8905 | 2.2478 | 1.5084 | 1.1207 | 1.1685 | 1.0725 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 48.3568 | 48.1132 | 48.5981 | 48.3568 | 48.1132 | 48.5981 |
Ratio Avg Win / Avg Loss | 2.0189 | 2.4241 | 1.5954 | 1.1968 | 1.2602 | 1.1344 |
Largest Winning Trade | 133994 | 133994 | 41733 | 6253296 | 6253296 | 3253564 |
Largest Losing Trade | -48683 | -26830 | -48683 | -6709081 | -3489724 | -6709081 |
Avg Bars in Trades | 115 | 100 | 130 | 115 | 100 | 130 |
Avg Bars in Winners | 148 | 129 | 167 | 148 | 129 | 167 |
Avg Bars in Losers | 84 | 73 | 95 | 84 | 73 | 95 |
Bars Traded | 24624 | 10654 | 13970 | 24624 | 10654 | 13970 |
Profit Streak | 31.3793 | 0 | 39.796 | 31.3793 | 0 | 39.796 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504006 | 425584 | -58624 | -78712 | -28223 | -138414 |
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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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