Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560444.1521 | 456642.8402 | 103801.3119 | 1315953.9974 | 637215.3992 | 678738.5982 |
Total P&L (%) | 560.4442 | 456.6428 | 103.8013 | 1315.954 | 637.2154 | 678.7386 |
Avg Daily Profit (%) | 0.269 | 0.2192 | 0.0498 | 0.1273 | 0.0959 | 0.0986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66327 | -56440 | -86823 | -1418138 | -1216310 | -855594 |
Profit Factor | 1.8281 | 2.2982 | 1.3194 | 1.1791 | 1.1541 | 1.2112 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 41.3174 | 38.0952 | 44.5783 | 41.3174 | 38.0952 | 44.5783 |
Ratio Avg Win / Avg Loss | 2.5964 | 3.7346 | 1.6403 | 1.6747 | 1.8755 | 1.5058 |
Largest Winning Trade | 199798 | 199798 | 71678 | 1107333 | 1107333 | 694256 |
Largest Losing Trade | -22791 | -22791 | -20006 | -347338 | -306130 | -347338 |
Avg Bars in Trades | 147 | 138 | 156 | 147 | 138 | 156 |
Avg Bars in Winners | 246 | 232 | 259 | 246 | 232 | 259 |
Avg Bars in Losers | 77 | 79 | 74 | 77 | 79 | 74 |
Bars Traded | 24623 | 11602 | 13021 | 24623 | 11602 | 13021 |
Profit Streak | 0 | 0 | 34.0887 | 0 | 0 | 34.0887 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345396 | 259264 | -126958 | -47563 | -119291 | -62210 |
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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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