Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740425.6475 | 539257.3634 | 201168.2841 | 3746882.9572 | 595941.7575 | 3150941.1997 |
Total P&L (%) | 740.4256 | 539.2574 | 201.1683 | 3746.883 | 595.9418 | 3150.9412 |
Avg Daily Profit (%) | 0.4576 | 0.3333 | 0.1243 | 0.2258 | 0.12 | 0.2154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149335 | -150351 | -157943 | -2629575 | -3081436 | -1036059 |
Profit Factor | 1.7561 | 2.027 | 1.4428 | 1.3499 | 1.0839 | 1.8747 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 103 | 44 | 59 | 103 | 44 | 59 |
Losing Trades | 117 | 66 | 51 | 117 | 66 | 51 |
Profitability (%) | 46.8182 | 40 | 53.6364 | 46.8182 | 40 | 53.6364 |
Ratio Avg Win / Avg Loss | 1.9947 | 3.0405 | 1.2472 | 1.5334 | 1.6258 | 1.6205 |
Largest Winning Trade | 153349 | 153349 | 43555 | 1218600 | 1150339 | 1218600 |
Largest Losing Trade | -39094 | -27083 | -39094 | -1029815 | -1029815 | -521777 |
Avg Bars in Trades | 86 | 71 | 101 | 86 | 71 | 101 |
Avg Bars in Winners | 109 | 81 | 130 | 109 | 81 | 130 |
Avg Bars in Losers | 67 | 65 | 68 | 67 | 65 | 68 |
Bars Traded | 19105 | 7909 | 11196 | 19105 | 7909 | 11196 |
Profit Streak | 0 | 0 | 497.9243 | 0 | 0 | 497.9243 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485394 | 319642 | -25280 | 348208 | -163741 | 450795 |
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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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