Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820426.9726 | 676083.8409 | 144343.1317 | 872130.0022 | 280724.4154 | 591405.5868 |
Total P&L (%) | 820.427 | 676.0838 | 144.3431 | 872.13 | 280.7244 | 591.4056 |
Avg Daily Profit (%) | 0.5129 | 0.4226 | 0.0902 | 0.1423 | 0.0836 | 0.1209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107655 | -94704 | -89341 | -3479531 | -2242608 | -1676898 |
Profit Factor | 1.8961 | 2.2897 | 1.3689 | 1.0635 | 1.0362 | 1.0989 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 91 | 37 | 54 | 91 | 37 | 54 |
Losing Trades | 97 | 57 | 40 | 97 | 57 | 40 |
Profitability (%) | 48.4043 | 39.3617 | 57.4468 | 48.4043 | 39.3617 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.0211 | 3.5273 | 1.014 | 1.1337 | 1.5963 | 0.814 |
Largest Winning Trade | 369841 | 369841 | 36963 | 2148039 | 2148039 | 783062 |
Largest Losing Trade | -29873 | -23628 | -29873 | -814273 | -814273 | -742902 |
Avg Bars in Trades | 24 | 33 | 15 | 24 | 33 | 15 |
Avg Bars in Winners | 28 | 46 | 15 | 28 | 46 | 15 |
Avg Bars in Losers | 20 | 24 | 14 | 20 | 24 | 14 |
Bars Traded | 4545 | 3114 | 1431 | 4545 | 3114 | 1431 |
Profit Streak | 0 | 0 | 21.7409 | 0 | 0 | 21.7409 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538317 | 354944 | -70501 | -152693 | -265338 | -143010 |
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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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