Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621389.1942 | 384004.0257 | 237385.1685 | 3489947.9592 | 2733404.4153 | 756543.5439 |
Total P&L (%) | 621.3892 | 384.004 | 237.3852 | 3489.948 | 2733.4044 | 756.5435 |
Avg Daily Profit (%) | 0.3697 | 0.2284 | 0.1412 | 0.2132 | 0.1991 | 0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80691 | -108511 | -47033 | -2982545 | -1038971 | -2232951 |
Profit Factor | 2.1195 | 2.2675 | 1.9416 | 1.3752 | 1.6297 | 1.1525 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 32.9032 | 29.4872 | 36.3636 | 32.9032 | 29.4872 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.3222 | 5.4224 | 3.3979 | 2.8044 | 3.8971 | 2.0169 |
Largest Winning Trade | 202348 | 202348 | 51944 | 1291184 | 1291184 | 841587 |
Largest Losing Trade | -16191 | -16191 | -15560 | -589017 | -589017 | -479088 |
Avg Bars in Trades | 31 | 28 | 35 | 31 | 28 | 35 |
Avg Bars in Winners | 67 | 63 | 70 | 67 | 63 | 70 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 4943 | 2232 | 2711 | 4943 | 2232 | 2711 |
Profit Streak | 33.7991 | 33.7991 | 34.4658 | 33.7991 | 33.7991 | 34.4658 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312340 | -31496 | -47548 | 178666 | -32561 | -120290 |
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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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