Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709269.7875 | 505535.629 | 203734.1586 | 2835909.9071 | 957141.3778 | 1878768.5293 |
Total P&L (%) | 709.2698 | 505.5356 | 203.7342 | 2835.9099 | 957.1414 | 1878.7685 |
Avg Daily Profit (%) | 0.4384 | 0.3124 | 0.1259 | 0.2091 | 0.1459 | 0.1847 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125406 | -99795 | -135582 | -4539760 | -3900144 | -1036095 |
Profit Factor | 1.7909 | 2.0338 | 1.4996 | 1.3118 | 1.1619 | 1.5903 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
Losing Trades | 99 | 56 | 43 | 99 | 56 | 43 |
Profitability (%) | 44.382 | 37.0787 | 51.6854 | 44.382 | 37.0787 | 51.6854 |
Ratio Avg Win / Avg Loss | 2.2442 | 3.4513 | 1.4018 | 1.644 | 1.9717 | 1.4866 |
Largest Winning Trade | 192611 | 192611 | 43866 | 3345929 | 3345929 | 958396 |
Largest Losing Trade | -38858 | -38858 | -35776 | -1649811 | -1649811 | -539586 |
Avg Bars in Trades | 107 | 116 | 98 | 107 | 116 | 98 |
Avg Bars in Winners | 155 | 196 | 125 | 155 | 196 | 125 |
Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
Bars Traded | 19151 | 10352 | 8799 | 19151 | 10352 | 8799 |
Profit Streak | 479.3092 | 0 | 492.4759 | 479.3092 | 0 | 492.4759 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460930 | 270828 | -22751 | 313731 | -44581 | 382585 |
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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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