Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596612.7057 | 452189.9202 | 144422.7855 | 973581.1582 | 82908.1245 | 890673.0336 |
Total P&L (%) | 596.6127 | 452.1899 | 144.4228 | 973.5812 | 82.9081 | 890.673 |
Avg Daily Profit (%) | 0.2865 | 0.2171 | 0.0694 | 0.114 | 0.029 | 0.1102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111363 | -137058 | -43842 | -1065986 | -1088711 | -417660 |
Profit Factor | 1.7594 | 1.7994 | 1.6565 | 1.1818 | 1.0206 | 1.6734 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 103 | 45 | 58 | 103 | 45 | 58 |
Losing Trades | 109 | 61 | 48 | 109 | 61 | 48 |
Profitability (%) | 48.5849 | 42.4528 | 54.717 | 48.5849 | 42.4528 | 54.717 |
Ratio Avg Win / Avg Loss | 1.8619 | 2.4392 | 1.3709 | 1.2506 | 1.3834 | 1.3849 |
Largest Winning Trade | 259647 | 259647 | 26437 | 705313 | 705313 | 172627 |
Largest Losing Trade | -38736 | -38736 | -21815 | -346883 | -346883 | -226419 |
Avg Bars in Trades | 115 | 205 | 25 | 115 | 205 | 25 |
Avg Bars in Winners | 149 | 310 | 24 | 149 | 310 | 24 |
Avg Bars in Losers | 83 | 128 | 27 | 83 | 128 | 27 |
Bars Traded | 24537 | 21794 | 2743 | 24537 | 21794 | 2743 |
Profit Streak | 91.1169 | 91.1169 | 106.7002 | 91.1169 | 91.1169 | 106.7002 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490747 | 307168 | -97133 | -59383 | -354704 | -42246 |
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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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