Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694894.8354 | 411415.581 | 283479.2544 | 2350734.5137 | -2479565.1965 | 4830299.7102 |
Total P&L (%) | 694.8948 | 411.4156 | 283.4793 | 2350.7345 | -2479.5652 | 4830.2997 |
Avg Daily Profit (%) | 0.3822 | 0.2263 | 0.1559 | 0.1761 | 0 | 0.2146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183590 | -130671 | -69155 | -14154049 | -11075210 | -4272431 |
Profit Factor | 1.7828 | 1.7577 | 1.8223 | 1.0479 | 0.916 | 1.2466 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
Losing Trades | 205 | 109 | 96 | 205 | 109 | 96 |
Profitability (%) | 33.0065 | 28.7582 | 37.2549 | 33.0065 | 28.7582 | 37.2549 |
Ratio Avg Win / Avg Loss | 3.6185 | 4.3543 | 3.0692 | 2.1269 | 2.2692 | 2.0996 |
Largest Winning Trade | 322841 | 322841 | 44145 | 7237906 | 7237906 | 2281784 |
Largest Losing Trade | -15635 | -15635 | -10239 | -1711444 | -1711444 | -1402964 |
Avg Bars in Trades | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Winners | 62 | 85 | 44 | 62 | 85 | 44 |
Avg Bars in Losers | 22 | 28 | 14 | 22 | 28 | 14 |
Bars Traded | 10802 | 6898 | 3904 | 10802 | 6898 | 3904 |
Profit Streak | 16.7401 | 0 | 20.9068 | 16.7401 | 0 | 20.9068 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307460 | -1826 | 245578 | -163363 | -591005 | 185453 |
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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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