Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634202.1168 | 477002.718 | 157199.3988 | 2947030.549 | 1154604.1155 | 1792426.4335 |
Total P&L (%) | 634.2021 | 477.0027 | 157.1994 | 2947.0305 | 1154.6041 | 1792.4264 |
Avg Daily Profit (%) | 0.392 | 0.2948 | 0.0972 | 0.2114 | 0.1565 | 0.1819 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68730 | -121401 | -83070 | -1332618 | -2250301 | -1011393 |
Profit Factor | 1.9035 | 2.3965 | 1.4362 | 1.3115 | 1.2195 | 1.4268 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 37.6543 | 37.037 | 38.2716 | 37.6543 | 37.037 | 38.2716 |
Ratio Avg Win / Avg Loss | 3.1516 | 4.0741 | 2.3164 | 2.1715 | 2.0731 | 2.3012 |
Largest Winning Trade | 195516 | 195516 | 49477 | 1331245 | 1331245 | 950708 |
Largest Losing Trade | -27972 | -16107 | -27972 | -386050 | -386050 | -372878 |
Avg Bars in Trades | 117 | 116 | 118 | 117 | 116 | 118 |
Avg Bars in Winners | 216 | 218 | 214 | 216 | 218 | 214 |
Avg Bars in Losers | 58 | 56 | 59 | 58 | 56 | 59 |
Bars Traded | 19059 | 9421 | 9638 | 19059 | 9421 | 9638 |
Profit Streak | 502.472 | 506.0553 | 0 | 502.472 | 506.0553 | 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 | 357272 | -3418 | -77755 | 217162 | -8046 | -6666 |
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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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