Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489437.7568 | 304357.8267 | 185079.9301 | 4271329.6807 | 3485596.9458 | 785732.7349 |
Total P&L (%) | 489.4378 | 304.3578 | 185.0799 | 4271.3297 | 3485.5969 | 785.7327 |
Avg Daily Profit (%) | 0.4699 | 0.2922 | 0.1777 | 0.3633 | 0.3442 | 0.2096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64880 | -53194 | -67238 | -655586 | -375450 | -594350 |
Profit Factor | 2.0803 | 2.5055 | 1.7377 | 2.3127 | 3.9216 | 1.3813 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Profitability (%) | 45.098 | 43.1373 | 47.0588 | 45.098 | 43.1373 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.5326 | 3.3028 | 1.9549 | 2.8155 | 5.1693 | 1.554 |
Largest Winning Trade | 60554 | 60554 | 36654 | 1215774 | 1215774 | 640618 |
Largest Losing Trade | -19014 | -11976 | -19014 | -273587 | -208633 | -273587 |
Avg Bars in Trades | 121 | 111 | 131 | 121 | 111 | 131 |
Avg Bars in Winners | 188 | 170 | 204 | 188 | 170 | 204 |
Avg Bars in Losers | 66 | 67 | 65 | 66 | 67 | 65 |
Bars Traded | 24783 | 11405 | 13378 | 24783 | 11405 | 13378 |
Profit Streak | 9.6146 | 47.5313 | 0 | 9.6146 | 47.5313 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493545 | 419447 | 334733 | 491908 | 530677 | 301880 |
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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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