Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556690.9105 | 323607.2518 | 233083.6587 | 2640429.6573 | 2217617.3314 | 422812.326 |
Total P&L (%) | 556.6909 | 323.6073 | 233.0837 | 2640.4297 | 2217.6173 | 422.8123 |
Avg Daily Profit (%) | 0.3315 | 0.1927 | 0.1388 | 0.1973 | 0.1873 | 0.0985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72728 | -111665 | -63451 | -1899163 | -776087 | -1258899 |
Profit Factor | 1.5829 | 1.7102 | 1.4667 | 1.4171 | 1.7725 | 1.1222 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 123 | 54 | 69 | 123 | 54 | 69 |
Losing Trades | 207 | 111 | 96 | 207 | 111 | 96 |
Profitability (%) | 37.2727 | 32.7273 | 41.8182 | 37.2727 | 32.7273 | 41.8182 |
Ratio Avg Win / Avg Loss | 2.6639 | 3.5154 | 2.0406 | 2.385 | 3.6434 | 1.5614 |
Largest Winning Trade | 87969 | 87969 | 51293 | 1065669 | 1065669 | 672398 |
Largest Losing Trade | -21543 | -13838 | -21543 | -779961 | -463101 | -779961 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 5013 | 2404 | 2609 | 5013 | 2404 | 2609 |
Profit Streak | 8.3691 | 30.7025 | 0 | 8.3691 | 30.7025 | 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 | 353201 | 204125 | -8126 | 275463 | 221802 | -148966 |
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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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