Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663977.578 | 505647.8044 | 158329.7736 | 3659399.0143 | 632092.4712 | 3027306.5431 |
Total P&L (%) | 663.9776 | 505.6478 | 158.3298 | 3659.399 | 632.0925 | 3027.3065 |
Avg Daily Profit (%) | 0.3187 | 0.2427 | 0.076 | 0.1742 | 0.0956 | 0.1654 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101655 | -63672 | -66610 | -7050671 | -5003558 | -3544105 |
Profit Factor | 1.8228 | 2.2544 | 1.392 | 1.1585 | 1.0521 | 1.2765 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 48.0952 | 46.6667 | 49.5238 | 48.0952 | 46.6667 | 49.5238 |
Ratio Avg Win / Avg Loss | 1.9672 | 2.5764 | 1.4188 | 1.2503 | 1.2024 | 1.301 |
Largest Winning Trade | 208796 | 208796 | 69063 | 3470503 | 3470503 | 2056925 |
Largest Losing Trade | -29156 | -23913 | -29156 | -1600374 | -1486302 | -1600374 |
Avg Bars in Trades | 116 | 104 | 129 | 116 | 104 | 129 |
Avg Bars in Winners | 148 | 143 | 153 | 148 | 143 | 153 |
Avg Bars in Losers | 87 | 69 | 105 | 87 | 69 | 105 |
Bars Traded | 24509 | 10927 | 13581 | 24509 | 10927 | 13581 |
Profit Streak | 0 | 0 | 23.8397 | 0 | 0 | 23.8397 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463289 | 400430 | -90744 | -37947 | -229706 | 279626 |
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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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