Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709295.3732 | 535165.3636 | 174130.0096 | 5130058.9266 | 3332316.3554 | 1797742.5712 |
Total P&L (%) | 709.2954 | 535.1654 | 174.13 | 5130.0589 | 3332.3164 | 1797.7426 |
Avg Daily Profit (%) | 0.3405 | 0.2569 | 0.0836 | 0.1901 | 0.1699 | 0.1414 |
Buy And Hold Return (%) | 10.9964 | 10.9964 | 10.9964 | 10.9964 | 10.9964 | 10.9964 |
Max Trade Drawdown | -87724 | -62386 | -77215 | -3789998 | -2022129 | -2540632 |
Profit Factor | 1.7988 | 2.1107 | 1.4287 | 1.2499 | 1.3039 | 1.188 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 130 | 69 | 61 | 130 | 69 | 61 |
Profitability (%) | 40.6393 | 37.2727 | 44.0367 | 40.6393 | 37.2727 | 44.0367 |
Ratio Avg Win / Avg Loss | 2.6275 | 3.5522 | 1.8157 | 1.8257 | 2.1944 | 1.5097 |
Largest Winning Trade | 122911 | 122911 | 41750 | 1444550 | 1444550 | 924938 |
Largest Losing Trade | -33428 | -33428 | -33110 | -738184 | -738184 | -702292 |
Avg Bars in Trades | 111 | 114 | 109 | 111 | 114 | 109 |
Avg Bars in Winners | 178 | 196 | 164 | 178 | 196 | 164 |
Avg Bars in Losers | 65 | 66 | 65 | 65 | 66 | 65 |
Bars Traded | 24504 | 12617 | 11887 | 24504 | 12617 | 11887 |
Profit Streak | 38.5904 | 43.3404 | 0 | 38.5904 | 43.3404 | 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 | 385278 | 283666 | -81963 | 248181 | 156265 | -19131 |
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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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