Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626708.0471 | 365014.88 | 261693.1671 | 5538396.6296 | 4475720.8139 | 1062675.8157 |
Total P&L (%) | 626.708 | 365.0149 | 261.6932 | 5538.3966 | 4475.7208 | 1062.6758 |
Avg Daily Profit (%) | 0.3734 | 0.2175 | 0.1559 | 0.2405 | 0.228 | 0.1463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50352 | -64779 | -46931 | -3606194 | -1164614 | -3123535 |
Profit Factor | 1.6433 | 1.792 | 1.5098 | 1.4062 | 1.7455 | 1.1393 |
Total Trades | 391 | 196 | 195 | 391 | 196 | 195 |
Winning Trades | 146 | 66 | 80 | 146 | 66 | 80 |
Losing Trades | 245 | 130 | 115 | 245 | 130 | 115 |
Profitability (%) | 37.3402 | 33.6735 | 41.0256 | 37.3402 | 33.6735 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.7576 | 3.5297 | 2.1703 | 2.3597 | 3.4381 | 1.6377 |
Largest Winning Trade | 93199 | 93199 | 54293 | 2293891 | 2293891 | 1707039 |
Largest Losing Trade | -23519 | -15101 | -23519 | -594428 | -575339 | -594428 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 6664 | 3408 | 3256 | 6664 | 3408 | 3256 |
Profit Streak | 9.0567 | 31.8067 | 0 | 9.0567 | 31.8067 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385119 | 236395 | 251081 | 298594 | 251418 | -66342 |
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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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