Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640079.2526 | 488348.1438 | 151731.1088 | 2735226.1469 | 1904924.1203 | 830302.0267 |
Total P&L (%) | 640.0793 | 488.3481 | 151.7311 | 2735.2261 | 1904.9241 | 830.302 |
Avg Daily Profit (%) | 0.3073 | 0.2345 | 0.0729 | 0.1607 | 0.1441 | 0.1071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88176 | -65758 | -89721 | -2030073 | -1562798 | -1368953 |
Profit Factor | 1.7983 | 2.1643 | 1.3969 | 1.1881 | 1.2508 | 1.1195 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 39.4444 | 35.5556 | 43.3333 | 39.4444 | 35.5556 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.7608 | 3.9227 | 1.8267 | 1.824 | 2.2672 | 1.464 |
Largest Winning Trade | 127286 | 127286 | 49179 | 1373524 | 1373524 | 931794 |
Largest Losing Trade | -41368 | -26652 | -41368 | -988335 | -847584 | -988335 |
Avg Bars in Trades | 134 | 121 | 148 | 134 | 121 | 148 |
Avg Bars in Winners | 223 | 224 | 223 | 223 | 224 | 223 |
Avg Bars in Losers | 76 | 64 | 90 | 76 | 64 | 90 |
Bars Traded | 24264 | 10940 | 13324 | 24264 | 10940 | 13324 |
Profit Streak | 38.7489 | 43.7489 | 0 | 38.7489 | 43.7489 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351000 | 239595 | -96790 | -7430 | -4796 | -141511 |
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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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