Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601104.6851 | 344427.6264 | 256677.0587 | 4638692.5842 | 3333707.3835 | 1304985.2007 |
Total P&L (%) | 601.1047 | 344.4276 | 256.6771 | 4638.6926 | 3333.7074 | 1304.9852 |
Avg Daily Profit (%) | 0.3581 | 0.2052 | 0.1529 | 0.2301 | 0.2109 | 0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67112 | -80108 | -40761 | -3300679 | -1029902 | -2416428 |
Profit Factor | 1.9684 | 2.0481 | 1.8788 | 1.7132 | 2.2054 | 1.3491 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 36.2069 | 32.1839 | 40.2299 | 36.2069 | 32.1839 | 40.2299 |
Ratio Avg Win / Avg Loss | 3.4682 | 4.3156 | 2.7914 | 3.0185 | 4.6471 | 2.0044 |
Largest Winning Trade | 108649 | 108649 | 52041 | 1354792 | 1354792 | 1067948 |
Largest Losing Trade | -25214 | -19043 | -25214 | -606804 | -551045 | -606804 |
Avg Bars in Trades | 57 | 52 | 61 | 57 | 52 | 61 |
Avg Bars in Winners | 103 | 101 | 104 | 103 | 101 | 104 |
Avg Bars in Losers | 30 | 29 | 32 | 30 | 29 | 32 |
Bars Traded | 9918 | 4563 | 5355 | 9918 | 4563 | 5355 |
Profit Streak | 0 | 31.6503 | 0 | 0 | 31.6503 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312333 | 174561 | 239905 | 255221 | 202246 | 181763 |
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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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