Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766731.1599 | 609568.0834 | 157163.0765 | 1225680.6012 | 267752.1759 | 957928.4253 |
Total P&L (%) | 766.7312 | 609.5681 | 157.1631 | 1225.6806 | 267.7522 | 957.9284 |
Avg Daily Profit (%) | 0.326 | 0.2592 | 0.0668 | 0.1099 | 0.0554 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100273 | -71018 | -178256 | -946551 | -623627 | -387835 |
Profit Factor | 1.6967 | 2.0952 | 1.2889 | 1.2632 | 1.0983 | 1.4952 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 128 | 70 | 58 | 128 | 70 | 58 |
Profitability (%) | 39.3365 | 33.9623 | 44.7619 | 39.3365 | 33.9623 | 44.7619 |
Ratio Avg Win / Avg Loss | 2.6166 | 4.0739 | 1.5906 | 1.948 | 2.1357 | 1.8451 |
Largest Winning Trade | 276605 | 276605 | 57833 | 578669 | 578669 | 387254 |
Largest Losing Trade | -54395 | -28301 | -54395 | -263617 | -263617 | -203574 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4647 | 2219 | 2428 | 4647 | 2219 | 2428 |
Profit Streak | 17.6384 | 31.6384 | 0 | 17.6384 | 31.6384 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364740 | 246121 | -104618 | -47022 | -235900 | -58243 |
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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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