Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702497.6839 | 520239.2586 | 182258.4253 | 2311836.188 | 264160.0193 | 2047676.1687 |
Total P&L (%) | 702.4977 | 520.2393 | 182.2584 | 2311.8362 | 264.16 | 2047.6762 |
Avg Daily Profit (%) | 0.3954 | 0.2928 | 0.1026 | 0.1793 | 0.0728 | 0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158342 | -143302 | -100542 | -11221858 | -9315712 | -4596018 |
Profit Factor | 1.5582 | 1.7253 | 1.3368 | 1.0463 | 1.0092 | 1.0967 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 134 | 60 | 74 | 134 | 60 | 74 |
Losing Trades | 189 | 101 | 88 | 189 | 101 | 88 |
Profitability (%) | 41.4861 | 37.2671 | 45.679 | 41.4861 | 37.2671 | 45.679 |
Ratio Avg Win / Avg Loss | 2.1978 | 2.9043 | 1.5897 | 1.4757 | 1.6988 | 1.3042 |
Largest Winning Trade | 138963 | 138963 | 53500 | 4627729 | 4627729 | 1859089 |
Largest Losing Trade | -33344 | -33344 | -23645 | -2482474 | -2482474 | -1895078 |
Avg Bars in Trades | 64 | 78 | 51 | 64 | 78 | 51 |
Avg Bars in Winners | 93 | 117 | 73 | 93 | 117 | 73 |
Avg Bars in Losers | 45 | 54 | 33 | 45 | 54 | 33 |
Bars Traded | 20984 | 12576 | 8408 | 20984 | 12576 | 8408 |
Profit Streak | 11.779 | 11.8624 | 11.779 | 11.779 | 11.8624 | 11.779 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430083 | 290272 | -55368 | -162301 | -309139 | -107094 |
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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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