Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556185.0783 | 330134.6713 | 226050.407 | 2887228.3637 | 2415676.5776 | 471551.7861 |
Total P&L (%) | 556.1851 | 330.1347 | 226.0504 | 2887.2284 | 2415.6766 | 471.5518 |
Avg Daily Profit (%) | 0.3313 | 0.1966 | 0.1346 | 0.2025 | 0.1923 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83420 | -88720 | -50357 | -2750218 | -1176673 | -1951047 |
Profit Factor | 1.71 | 1.7672 | 1.6402 | 1.329 | 1.5825 | 1.1019 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 157 | 81 | 76 | 157 | 81 | 76 |
Profitability (%) | 38.4314 | 36.7188 | 40.1575 | 38.4314 | 36.7188 | 40.1575 |
Ratio Avg Win / Avg Loss | 2.7394 | 3.0456 | 2.4442 | 2.129 | 2.7272 | 1.642 |
Largest Winning Trade | 83981 | 83981 | 52772 | 1217352 | 1217352 | 837056 |
Largest Losing Trade | -21030 | -18672 | -21030 | -1132919 | -794317 | -1132919 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3289 | 1717 | 1572 | 3289 | 1717 | 1572 |
Profit Streak | 10.5202 | 34.0202 | 0 | 10.5202 | 34.0202 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365922 | 246064 | -13955 | 259041 | 244249 | -165447 |
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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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