Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587477.2874 | 460099.2529 | 127378.0344 | 675821.6067 | 411915.5156 | 263906.0911 |
Total P&L (%) | 587.4773 | 460.0993 | 127.378 | 675.8216 | 411.9155 | 263.9061 |
Avg Daily Profit (%) | 0.3174 | 0.2485 | 0.0688 | 0.1107 | 0.0883 | 0.0698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120561 | -84556 | -106013 | -2419312 | -1581802 | -915328 |
Profit Factor | 1.654 | 2.0268 | 1.2829 | 1.1012 | 1.1161 | 1.0844 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 40.1914 | 36.1905 | 44.2308 | 40.1914 | 36.1905 | 44.2308 |
Ratio Avg Win / Avg Loss | 2.4613 | 3.5736 | 1.6176 | 1.6387 | 1.9678 | 1.3673 |
Largest Winning Trade | 306984 | 306984 | 51546 | 1476463 | 1476463 | 640072 |
Largest Losing Trade | -28837 | -17806 | -28837 | -612121 | -404779 | -612121 |
Avg Bars in Trades | 51 | 43 | 60 | 51 | 43 | 60 |
Avg Bars in Winners | 89 | 78 | 98 | 89 | 78 | 98 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 10847 | 4604 | 6243 | 10847 | 4604 | 6243 |
Profit Streak | 0 | 0 | 10.2725 | 0 | 0 | 10.2725 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340301 | 224750 | -101834 | -155529 | -172516 | -229307 |
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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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