Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631620.956 | 378764.8614 | 252856.0947 | 4097588.3957 | 3061291.4845 | 1036296.9112 |
Total P&L (%) | 631.621 | 378.7649 | 252.8561 | 4097.5884 | 3061.2915 | 1036.2969 |
Avg Daily Profit (%) | 0.3749 | 0.2248 | 0.1501 | 0.2221 | 0.2052 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83425 | -82459 | -58346 | -5349218 | -1545323 | -3803894 |
Profit Factor | 2.1121 | 2.2433 | 1.9603 | 1.3617 | 1.6347 | 1.1593 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 38.5093 | 32.0988 | 45 | 38.5093 | 32.0988 | 45 |
Ratio Avg Win / Avg Loss | 3.3726 | 4.7454 | 2.396 | 2.1743 | 3.4581 | 1.4169 |
Largest Winning Trade | 198393 | 198393 | 52163 | 1662167 | 1662167 | 1483603 |
Largest Losing Trade | -18388 | -18388 | -15268 | -1176873 | -609472 | -1176873 |
Avg Bars in Trades | 123 | 104 | 143 | 123 | 104 | 143 |
Avg Bars in Winners | 224 | 200 | 241 | 224 | 200 | 241 |
Avg Bars in Losers | 61 | 59 | 62 | 61 | 59 | 62 |
Bars Traded | 19947 | 8503 | 11444 | 19947 | 8503 | 11444 |
Profit Streak | 0 | 0 | 13.51 | 0 | 0 | 13.51 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357281 | -6816 | -9882 | 222240 | -7742 | -66012 |
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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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