Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594097.9241 | 433956.8569 | 160141.0672 | 1093346.9737 | 796705.8111 | 296641.1626 |
Total P&L (%) | 594.0979 | 433.9569 | 160.1411 | 1093.347 | 796.7058 | 296.6412 |
Avg Daily Profit (%) | 0.3134 | 0.2289 | 0.0845 | 0.1309 | 0.1158 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155876 | -95380 | -128904 | -2521211 | -1728819 | -1903712 |
Profit Factor | 1.4598 | 1.7143 | 1.2339 | 1.0889 | 1.1285 | 1.0487 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 180 | 93 | 87 | 180 | 93 | 87 |
Profitability (%) | 37.2822 | 34.965 | 39.5833 | 37.2822 | 34.965 | 39.5833 |
Ratio Avg Win / Avg Loss | 2.4557 | 3.1886 | 1.8833 | 1.8319 | 2.0991 | 1.6006 |
Largest Winning Trade | 118914 | 118914 | 40636 | 1213847 | 1213847 | 482249 |
Largest Losing Trade | -52125 | -24668 | -52125 | -568030 | -427351 | -568030 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5561 | 2885 | 2676 | 5561 | 2885 | 2676 |
Profit Streak | 29.9724 | 33.3057 | 29.9724 | 29.9724 | 33.3057 | 29.9724 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324523 | 212891 | -82785 | -141624 | -121236 | -265134 |
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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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