Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601895.3393 | 409926.3538 | 191968.9855 | 2309574.4583 | 669526.272 | 1640048.1863 |
Total P&L (%) | 601.8953 | 409.9264 | 191.969 | 2309.5745 | 669.5263 | 1640.0482 |
Avg Daily Profit (%) | 0.253 | 0.1723 | 0.0807 | 0.1339 | 0.0858 | 0.1202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130373 | -137212 | -62100 | -2007859 | -1862030 | -944338 |
Profit Factor | 1.5486 | 1.7462 | 1.3505 | 1.1968 | 1.107 | 1.2995 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 138 | 64 | 74 | 138 | 64 | 74 |
Losing Trades | 217 | 114 | 103 | 217 | 114 | 103 |
Profitability (%) | 38.8732 | 35.9551 | 41.8079 | 38.8732 | 35.9551 | 41.8079 |
Ratio Avg Win / Avg Loss | 2.4352 | 3.1104 | 1.8797 | 1.882 | 1.9718 | 1.8088 |
Largest Winning Trade | 169902 | 169902 | 43506 | 1999599 | 1999599 | 873663 |
Largest Losing Trade | -24645 | -24645 | -19802 | -557418 | -401988 | -557418 |
Avg Bars in Trades | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Winners | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 7035 | 3796 | 3239 | 7035 | 3796 | 3239 |
Profit Streak | 151.9964 | 191.3298 | 0 | 151.9964 | 191.3298 | 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 | 345128 | 260876 | -86234 | -18428 | -183136 | -33520 |
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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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