Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570337.5139 | 335707.8219 | 234629.6921 | 2983060.0873 | 2196057.6021 | 787002.4853 |
Total P&L (%) | 570.3375 | 335.7078 | 234.6297 | 2983.0601 | 2196.0576 | 787.0025 |
Avg Daily Profit (%) | 0.339 | 0.1995 | 0.1395 | 0.204 | 0.1865 | 0.1298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124593 | -119250 | -61843 | -2690900 | -1376970 | -2298286 |
Profit Factor | 1.8956 | 2.0171 | 1.7648 | 1.2904 | 1.4735 | 1.1397 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 42.3469 | 41.8367 | 42.8571 | 42.3469 | 41.8367 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.5807 | 2.8042 | 2.3531 | 1.7569 | 2.0485 | 1.5196 |
Largest Winning Trade | 156717 | 156717 | 44848 | 1166025 | 1166025 | 977437 |
Largest Losing Trade | -36722 | -19336 | -36722 | -1035793 | -544402 | -1035793 |
Avg Bars in Trades | 50 | 62 | 39 | 50 | 62 | 39 |
Avg Bars in Winners | 74 | 98 | 51 | 74 | 98 | 51 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 9955 | 6119 | 3836 | 9955 | 6119 | 3836 |
Profit Streak | 17.9179 | 28.7513 | 0 | 17.9179 | 28.7513 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411834 | 306838 | -6574 | 281652 | 261002 | -88099 |
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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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