Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631160.3336 | 388492.983 | 242667.3505 | 4485988.2098 | 3472649.7097 | 1013338.5001 |
Total P&L (%) | 631.1603 | 388.493 | 242.6674 | 4485.9882 | 3472.6497 | 1013.3385 |
Avg Daily Profit (%) | 0.3756 | 0.2312 | 0.1444 | 0.2279 | 0.213 | 0.1435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118551 | -114433 | -63556 | -2794790 | -969737 | -2360520 |
Profit Factor | 1.6347 | 1.7682 | 1.4965 | 1.5115 | 1.7923 | 1.2309 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 205 | 105 | 100 | 205 | 105 | 100 |
Profitability (%) | 37.3089 | 35.9756 | 38.6503 | 37.3089 | 35.9756 | 38.6503 |
Ratio Avg Win / Avg Loss | 2.7468 | 3.1467 | 2.3755 | 2.5398 | 3.1897 | 1.9539 |
Largest Winning Trade | 88993 | 88993 | 56251 | 1900243 | 1900243 | 1344119 |
Largest Losing Trade | -27028 | -19145 | -27028 | -820890 | -820890 | -407279 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 4942 | 2554 | 2388 | 4942 | 2554 | 2388 |
Profit Streak | 8.7833 | 28.7833 | 0 | 8.7833 | 28.7833 | 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 | 372802 | 265507 | -1693 | 305472 | 276597 | -4089 |
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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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