Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893560.4227 | 731125.066 | 162435.3567 | 2619797.9178 | 674444.069 | 1945353.8488 |
Total P&L (%) | 893.5604 | 731.1251 | 162.4354 | 2619.7979 | 674.4441 | 1945.3538 |
Avg Daily Profit (%) | 0.463 | 0.3789 | 0.0842 | 0.1713 | 0.1061 | 0.1565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107168 | -119557 | -82930 | -2346791 | -2204008 | -1130679 |
Profit Factor | 1.8088 | 2.3348 | 1.2916 | 1.1832 | 1.0865 | 1.2991 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 117 | 48 | 69 | 117 | 48 | 69 |
Losing Trades | 140 | 81 | 59 | 140 | 81 | 59 |
Profitability (%) | 45.5253 | 37.2093 | 53.9063 | 45.5253 | 37.2093 | 53.9063 |
Ratio Avg Win / Avg Loss | 2.1644 | 3.94 | 1.1044 | 1.4158 | 1.8334 | 1.1108 |
Largest Winning Trade | 340564 | 340564 | 53214 | 1147651 | 1147651 | 764765 |
Largest Losing Trade | -51207 | -27619 | -51207 | -464426 | -416184 | -464426 |
Avg Bars in Trades | 88 | 83 | 94 | 88 | 83 | 94 |
Avg Bars in Winners | 121 | 120 | 122 | 121 | 120 | 122 |
Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
Bars Traded | 22853 | 10730 | 12123 | 22853 | 10730 | 12123 |
Profit Streak | 7.8587 | 17.8587 | 0 | 7.8587 | 17.8587 | 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 | 503914 | 356162 | -80249 | -10972 | -179284 | 289303 |
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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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