Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950702.4431 | 722532.1329 | 228170.3102 | 3530980.1358 | 1573995.3454 | 1956984.7904 |
Total P&L (%) | 950.7024 | 722.5321 | 228.1703 | 3530.9801 | 1573.9953 | 1956.9848 |
Avg Daily Profit (%) | 0.5458 | 0.4148 | 0.131 | 0.2064 | 0.1619 | 0.1737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79282 | -125614 | -55425 | -1195855 | -667641 | -1195855 |
Profit Factor | 2.2311 | 2.7198 | 1.648 | 1.4421 | 1.4193 | 1.4623 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 82 | 33 | 49 | 82 | 33 | 49 |
Losing Trades | 126 | 71 | 55 | 126 | 71 | 55 |
Profitability (%) | 39.4231 | 31.7308 | 47.1154 | 39.4231 | 31.7308 | 47.1154 |
Ratio Avg Win / Avg Loss | 3.4282 | 5.8517 | 1.8497 | 2.216 | 3.0537 | 1.6414 |
Largest Winning Trade | 468277 | 468277 | 55189 | 937985 | 898903 | 937985 |
Largest Losing Trade | -27053 | -22430 | -27053 | -1195855 | -452600 | -1195855 |
Avg Bars in Trades | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 6871 | 3113 | 3758 | 6871 | 3113 | 3758 |
Profit Streak | 18.6136 | 22.3636 | 0 | 18.6136 | 22.3636 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459943 | 306245 | -16441 | 276958 | 110894 | 309646 |
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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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