Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631965.5311 | 374524.8305 | 257440.7006 | 4100566.4328 | 3229803.0271 | 870763.4057 |
Total P&L (%) | 631.9655 | 374.5248 | 257.4407 | 4100.5664 | 3229.803 | 870.7634 |
Avg Daily Profit (%) | 0.3766 | 0.2232 | 0.1534 | 0.223 | 0.2091 | 0.1355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68549 | -59126 | -51508 | -4430047 | -1245924 | -3389423 |
Profit Factor | 2.3503 | 2.4002 | 2.2838 | 1.3906 | 1.7104 | 1.1463 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 40.566 | 32.0755 | 49.0566 | 40.566 | 32.0755 | 49.0566 |
Ratio Avg Win / Avg Loss | 3.4435 | 5.0828 | 2.3716 | 2.0373 | 3.6221 | 1.1904 |
Largest Winning Trade | 205095 | 205095 | 51996 | 2097552 | 2097552 | 1039337 |
Largest Losing Trade | -23242 | -20925 | -23242 | -1210766 | -700146 | -1210766 |
Avg Bars in Trades | 186 | 164 | 207 | 186 | 164 | 207 |
Avg Bars in Winners | 319 | 321 | 318 | 319 | 321 | 318 |
Avg Bars in Losers | 95 | 91 | 101 | 95 | 91 | 101 |
Bars Traded | 19751 | 8744 | 11007 | 19751 | 8744 | 11007 |
Profit Streak | 38.5651 | 0 | 47.4818 | 38.5651 | 0 | 47.4818 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402574 | -174911 | -168291 | 257107 | -175946 | -251151 |
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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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