Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595692.9764 | 401949.6512 | 193743.3252 | 1220742.8935 | 863765.0659 | 356977.8276 |
Total P&L (%) | 595.693 | 401.9497 | 193.7433 | 1220.7429 | 863.7651 | 356.9778 |
Avg Daily Profit (%) | 0.3076 | 0.2076 | 0.1001 | 0.1334 | 0.1171 | 0.0785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147546 | -120975 | -86049 | -3668796 | -2534911 | -1846578 |
Profit Factor | 1.6332 | 1.8271 | 1.4259 | 1.0961 | 1.1315 | 1.0582 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Losing Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Profitability (%) | 51.5419 | 53.9823 | 49.1228 | 51.5419 | 53.9823 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.5355 | 1.5576 | 1.4769 | 1.0305 | 0.9646 | 1.0959 |
Largest Winning Trade | 125792 | 125792 | 56946 | 1156082 | 1156082 | 895264 |
Largest Losing Trade | -46465 | -46465 | -32754 | -1257972 | -1257972 | -548491 |
Avg Bars in Trades | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Losers | 21 | 26 | 16 | 21 | 26 | 16 |
Bars Traded | 5579 | 3057 | 2522 | 5579 | 3057 | 2522 |
Profit Streak | 3.2571 | 0 | 10.2571 | 3.2571 | 0 | 10.2571 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461167 | 420943 | -58200 | -128658 | -113293 | -244356 |
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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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