Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518528.9977 | 333050.2473 | 185478.7504 | 2616294.4623 | 1524974.291 | 1091320.1713 |
Total P&L (%) | 518.529 | 333.0502 | 185.4788 | 2616.2945 | 1524.9743 | 1091.3202 |
Avg Daily Profit (%) | 0.4201 | 0.2698 | 0.1503 | 0.2679 | 0.2261 | 0.2009 |
Buy And Hold Return (%) | 12.967 | 12.967 | 12.967 | 12.967 | 12.967 | 12.967 |
Max Trade Drawdown | -128582 | -101028 | -58442 | -4422097 | -3271557 | -2306288 |
Profit Factor | 1.6159 | 1.7429 | 1.4712 | 1.1253 | 1.1351 | 1.1138 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 54.8837 | 53.271 | 56.4815 | 54.8837 | 53.271 | 56.4815 |
Ratio Avg Win / Avg Loss | 1.3283 | 1.5289 | 1.1336 | 0.9251 | 0.9957 | 0.8582 |
Largest Winning Trade | 93161 | 93161 | 22670 | 772643 | 772643 | 560022 |
Largest Losing Trade | -40654 | -40654 | -22831 | -977819 | -939414 | -977819 |
Avg Bars in Trades | 32 | 39 | 24 | 32 | 39 | 24 |
Avg Bars in Winners | 35 | 39 | 30 | 35 | 39 | 30 |
Avg Bars in Losers | 28 | 39 | 16 | 28 | 39 | 16 |
Bars Traded | 6914 | 4250 | 2664 | 6914 | 4250 | 2664 |
Profit Streak | 24.351 | 24.851 | 24.351 | 24.351 | 24.851 | 24.351 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544690 | 457282 | 367417 | -72448 | -64143 | -87054 |
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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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