Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514136.8655 | 332668.0417 | 181468.8238 | 1575443.6651 | 890308.124 | 685135.541 |
Total P&L (%) | 514.1369 | 332.668 | 181.4688 | 1575.4437 | 890.3081 | 685.1355 |
Avg Daily Profit (%) | 0.3216 | 0.2081 | 0.1135 | 0.1765 | 0.1435 | 0.129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82330 | -46093 | -127091 | -656000 | -428619 | -769924 |
Profit Factor | 1.6405 | 2.0539 | 1.3726 | 1.5184 | 1.7204 | 1.38 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 57.7889 | 56 | 59.596 | 57.7889 | 56 | 59.596 |
Ratio Avg Win / Avg Loss | 1.1983 | 1.6138 | 0.9306 | 1.1091 | 1.3517 | 0.9356 |
Largest Winning Trade | 65831 | 64737 | 65831 | 271154 | 231264 | 271154 |
Largest Losing Trade | -53912 | -28593 | -53912 | -301281 | -144748 | -301281 |
Avg Bars in Trades | 23 | 9 | 37 | 23 | 9 | 37 |
Avg Bars in Winners | 27 | 9 | 44 | 27 | 9 | 44 |
Avg Bars in Losers | 18 | 10 | 27 | 18 | 10 | 27 |
Bars Traded | 4696 | 978 | 3717 | 4696 | 978 | 3717 |
Profit Streak | 48.4731 | 126.8065 | 48.4731 | 48.4731 | 126.8065 | 48.4731 |
Trades During Streak | 9 | 7 | 4 | 9 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542004 | 498564 | -40156 | 476584 | 121716 | -19066 |
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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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