Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583754.129 | 339477.4249 | 244276.7041 | 3618603.1592 | 2501178.8243 | 1117424.335 |
Total P&L (%) | 583.7541 | 339.4774 | 244.2767 | 3618.6032 | 2501.1788 | 1117.4243 |
Avg Daily Profit (%) | 0.3479 | 0.2023 | 0.1456 | 0.2157 | 0.1944 | 0.1491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77969 | -104437 | -48969 | -1934539 | -563690 | -1408042 |
Profit Factor | 1.9357 | 2.0408 | 1.8206 | 1.7784 | 2.1629 | 1.4473 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 36.6279 | 31.3953 | 41.8605 | 36.6279 | 31.3953 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.3491 | 4.4595 | 2.5286 | 3.0768 | 4.7264 | 2.0101 |
Largest Winning Trade | 114642 | 114642 | 52347 | 1010914 | 1010914 | 672150 |
Largest Losing Trade | -19462 | -18519 | -19462 | -446859 | -279564 | -446859 |
Avg Bars in Trades | 115 | 102 | 127 | 115 | 102 | 127 |
Avg Bars in Winners | 224 | 216 | 230 | 224 | 216 | 230 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 19816 | 8845 | 10971 | 19816 | 8845 | 10971 |
Profit Streak | 41.5036 | 0 | 49.0036 | 41.5036 | 0 | 49.0036 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332221 | 142576 | 65270 | 280625 | 163621 | 198434 |
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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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