Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543831.3385 | 336437.5201 | 207393.8185 | 1422496.9135 | 1168913.3615 | 253583.552 |
Total P&L (%) | 543.8313 | 336.4375 | 207.3938 | 1422.4969 | 1168.9134 | 253.5836 |
Avg Daily Profit (%) | 0.3241 | 0.2005 | 0.1236 | 0.1624 | 0.1515 | 0.0753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74583 | -86814 | -55081 | -1780645 | -595999 | -1283770 |
Profit Factor | 1.8649 | 1.9949 | 1.7136 | 1.2483 | 1.482 | 1.0768 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Profitability (%) | 36.3636 | 32.3232 | 40.404 | 36.3636 | 32.3232 | 40.404 |
Ratio Avg Win / Avg Loss | 3.2636 | 4.1769 | 2.5275 | 2.1845 | 3.1029 | 1.5882 |
Largest Winning Trade | 209931 | 209931 | 50716 | 735183 | 735183 | 583931 |
Largest Losing Trade | -24299 | -24299 | -21525 | -543499 | -306032 | -543499 |
Avg Bars in Trades | 99 | 84 | 114 | 99 | 84 | 114 |
Avg Bars in Winners | 181 | 161 | 198 | 181 | 161 | 198 |
Avg Bars in Losers | 52 | 48 | 57 | 52 | 48 | 57 |
Bars Traded | 19750 | 8408 | 11342 | 19750 | 8408 | 11342 |
Profit Streak | 33.0055 | 38.7555 | 33.0055 | 33.0055 | 38.7555 | 33.0055 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337207 | 172706 | -28253 | 191679 | 119236 | -230887 |
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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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