Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607114.6746 | 458703.8816 | 148410.793 | 1893943.1508 | 551595.6368 | 1342347.514 |
Total P&L (%) | 607.1147 | 458.7039 | 148.4108 | 1893.9432 | 551.5956 | 1342.3475 |
Avg Daily Profit (%) | 0.3752 | 0.2835 | 0.0917 | 0.1851 | 0.1159 | 0.1651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110780 | -113302 | -108212 | -1264524 | -1435809 | -720526 |
Profit Factor | 1.6751 | 1.9884 | 1.341 | 1.2584 | 1.1353 | 1.4128 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 140 | 76 | 64 | 140 | 76 | 64 |
Profitability (%) | 37.5 | 32.1429 | 42.8571 | 37.5 | 32.1429 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7918 | 4.1977 | 1.788 | 2.0973 | 2.3967 | 1.8837 |
Largest Winning Trade | 190045 | 190045 | 33002 | 691043 | 691043 | 463774 |
Largest Losing Trade | -29199 | -17307 | -29199 | -282753 | -260402 | -282753 |
Avg Bars in Trades | 85 | 83 | 86 | 85 | 83 | 86 |
Avg Bars in Winners | 144 | 156 | 135 | 144 | 156 | 135 |
Avg Bars in Losers | 49 | 48 | 50 | 49 | 48 | 50 |
Bars Traded | 19061 | 9347 | 9714 | 19061 | 9347 | 9714 |
Profit Streak | 509.4769 | 514.5602 | 0 | 509.4769 | 514.5602 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345739 | 197852 | -72094 | 206879 | -115094 | 237217 |
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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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