Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432707.8657 | 258300.8523 | 174407.0134 | 2825608.9059 | 2394647.3382 | 430961.5677 |
Total P&L (%) | 432.7079 | 258.3009 | 174.407 | 2825.6089 | 2394.6473 | 430.9616 |
Avg Daily Profit (%) | 0.4154 | 0.248 | 0.1674 | 0.3246 | 0.3093 | 0.1604 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53889 | -26383 | -52059 | -2343164 | -724914 | -2249583 |
Profit Factor | 2.4456 | 2.8561 | 2.0889 | 1.5124 | 2.1266 | 1.1272 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 48.8189 | 49.2063 | 48.4375 | 48.8189 | 49.2063 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.5639 | 2.9482 | 2.2236 | 1.5856 | 2.1952 | 1.1999 |
Largest Winning Trade | 71810 | 71810 | 47982 | 1117165 | 1117165 | 804307 |
Largest Losing Trade | -13589 | -13589 | -10989 | -423635 | -309799 | -423635 |
Avg Bars in Trades | 194 | 181 | 208 | 194 | 181 | 208 |
Avg Bars in Winners | 293 | 270 | 315 | 293 | 270 | 315 |
Avg Bars in Losers | 100 | 94 | 107 | 100 | 94 | 107 |
Bars Traded | 24727 | 11405 | 13322 | 24727 | 11405 | 13322 |
Profit Streak | 0 | 38.0392 | 0 | 0 | 38.0392 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503985 | -132516 | -128473 | 413044 | -132983 | -213137 |
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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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