Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590024.2655 | 358803.5926 | 231220.6729 | 2441983.6943 | 2548964.2078 | -106980.5135 |
Total P&L (%) | 590.0243 | 358.8036 | 231.2207 | 2441.9837 | 2548.9642 | -106.9805 |
Avg Daily Profit (%) | 0.3514 | 0.2137 | 0.1377 | 0.1929 | 0.1954 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95637 | -112524 | -67702 | -4170115 | -1521670 | -3204387 |
Profit Factor | 1.5838 | 1.6847 | 1.4751 | 1.2044 | 1.4613 | 0.9833 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 144 | 67 | 77 | 144 | 67 | 77 |
Losing Trades | 183 | 97 | 86 | 183 | 97 | 86 |
Profitability (%) | 44.0367 | 40.8537 | 47.2393 | 44.0367 | 40.8537 | 47.2393 |
Ratio Avg Win / Avg Loss | 2.0127 | 2.439 | 1.6476 | 1.5305 | 2.1156 | 1.0983 |
Largest Winning Trade | 91867 | 91867 | 38764 | 2123526 | 2123526 | 1089317 |
Largest Losing Trade | -33484 | -24118 | -33484 | -1187617 | -1003958 | -1187617 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 3331 | 1633 | 1698 | 3331 | 1633 | 1698 |
Profit Streak | 7.7786 | 30.7786 | 0 | 7.7786 | 30.7786 | 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 | 453826 | 322385 | -7421 | 321575 | 295335 | -579608 |
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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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