Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765479.414 | 487483.0212 | 277996.3928 | 8300749.9729 | 2962155.2726 | 5338594.7003 |
Total P&L (%) | 765.4794 | 487.483 | 277.9964 | 8300.75 | 2962.1553 | 5338.5947 |
Avg Daily Profit (%) | 0.3541 | 0.2255 | 0.1286 | 0.2052 | 0.1584 | 0.185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74854 | -79217 | -128121 | -4091104 | -2989809 | -1905912 |
Profit Factor | 1.9005 | 2.0689 | 1.7055 | 1.8767 | 1.4557 | 2.7992 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 52.9412 | 50 | 55.914 | 52.9412 | 50 | 55.914 |
Ratio Avg Win / Avg Loss | 1.6893 | 2.0689 | 1.3447 | 1.6682 | 1.4557 | 2.2071 |
Largest Winning Trade | 81860 | 81860 | 41667 | 2604966 | 2604966 | 1289079 |
Largest Losing Trade | -48735 | -46891 | -48735 | -1905912 | -1278868 | -1905912 |
Avg Bars in Trades | 45 | 55 | 35 | 45 | 55 | 35 |
Avg Bars in Winners | 53 | 64 | 43 | 53 | 64 | 43 |
Avg Bars in Losers | 36 | 46 | 25 | 36 | 46 | 25 |
Bars Traded | 8494 | 5197 | 3297 | 8494 | 5197 | 3297 |
Profit Streak | 0 | 0 | 34.7046 | 0 | 0 | 34.7046 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515645 | 412883 | -18218 | 468173 | 302913 | 513186 |
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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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