Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641495.3028 | 484114.3569 | 157380.9459 | 2970944.2181 | 2111814.8303 | 859129.3878 |
Total P&L (%) | 641.4953 | 484.1144 | 157.3809 | 2970.9442 | 2111.8148 | 859.1294 |
Avg Daily Profit (%) | 0.3079 | 0.2324 | 0.0755 | 0.1645 | 0.1487 | 0.1086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90102 | -60258 | -116434 | -1444149 | -928274 | -1201164 |
Profit Factor | 1.6664 | 1.9958 | 1.3303 | 1.2845 | 1.4005 | 1.1662 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 43.75 | 41.0714 | 46.4286 | 43.75 | 41.0714 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.1425 | 2.8635 | 1.535 | 1.6515 | 2.0094 | 1.3456 |
Largest Winning Trade | 123190 | 123190 | 37098 | 903114 | 903114 | 589718 |
Largest Losing Trade | -36370 | -23679 | -36370 | -477892 | -413536 | -477892 |
Avg Bars in Trades | 108 | 112 | 103 | 108 | 112 | 103 |
Avg Bars in Winners | 155 | 164 | 148 | 155 | 164 | 148 |
Avg Bars in Losers | 71 | 76 | 65 | 71 | 76 | 65 |
Bars Traded | 24264 | 12622 | 11642 | 24264 | 12622 | 11642 |
Profit Streak | 38.5757 | 44.2424 | 0 | 38.5757 | 44.2424 | 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 | 410556 | 306562 | -92347 | 292407 | 164248 | -86979 |
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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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