Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588879.716 | 345741.4586 | 243138.2574 | 3991979.8458 | 3127550.2333 | 864429.6125 |
Total P&L (%) | 588.8797 | 345.7415 | 243.1383 | 3991.9798 | 3127.5502 | 864.4296 |
Avg Daily Profit (%) | 0.3508 | 0.206 | 0.1449 | 0.2214 | 0.2072 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60175 | -82066 | -49101 | -1649860 | -513971 | -1613891 |
Profit Factor | 1.6434 | 1.8062 | 1.4999 | 1.517 | 1.9896 | 1.1895 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Losing Trades | 197 | 102 | 95 | 197 | 102 | 95 |
Profitability (%) | 40.1216 | 38.1818 | 42.0732 | 40.1216 | 38.1818 | 42.0732 |
Ratio Avg Win / Avg Loss | 2.4526 | 2.9243 | 2.065 | 2.264 | 3.2212 | 1.6377 |
Largest Winning Trade | 86015 | 86015 | 50698 | 1528678 | 1528678 | 971854 |
Largest Losing Trade | -23519 | -13984 | -23519 | -424289 | -408851 | -424289 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 35 | 34 | 35 | 35 | 34 | 35 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 6661 | 3228 | 3433 | 6661 | 3228 | 3433 |
Profit Streak | 9.0464 | 32.5464 | 0 | 9.0464 | 32.5464 | 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 | 405485 | 291079 | 8910 | 344370 | 319194 | -25683 |
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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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