Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697815.0541 | 514083.9086 | 183731.1455 | 2237835.2893 | 1150405.6 | 1087429.6893 |
Total P&L (%) | 697.8151 | 514.0839 | 183.7311 | 2237.8353 | 1150.4056 | 1087.4297 |
Avg Daily Profit (%) | 0.2788 | 0.2054 | 0.0734 | 0.126 | 0.101 | 0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99126 | -128265 | -108772 | -615476 | -700661 | -341592 |
Profit Factor | 1.7965 | 2.0978 | 1.4506 | 1.6237 | 1.5601 | 1.709 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Losing Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Profitability (%) | 51.145 | 53.4351 | 48.855 | 51.145 | 53.4351 | 48.855 |
Ratio Avg Win / Avg Loss | 1.7161 | 1.8281 | 1.5185 | 1.551 | 1.3595 | 1.7891 |
Largest Winning Trade | 177410 | 177410 | 44356 | 476008 | 476008 | 300993 |
Largest Losing Trade | -62062 | -28270 | -62062 | -228894 | -228894 | -223925 |
Avg Bars in Trades | 37 | 47 | 27 | 37 | 47 | 27 |
Avg Bars in Winners | 44 | 48 | 39 | 44 | 48 | 39 |
Avg Bars in Losers | 29 | 46 | 15 | 29 | 46 | 15 |
Bars Traded | 9763 | 6206 | 3557 | 9763 | 6206 | 3557 |
Profit Streak | 3.5254 | 9.0254 | 0 | 3.5254 | 9.0254 | 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 | 467265 | 483357 | -93202 | -20470 | -54746 | -57665 |
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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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