Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762312.3297 | 540069.1046 | 222243.2251 | 4384081.6185 | 1919776.0161 | 2464305.6024 |
Total P&L (%) | 762.3123 | 540.0691 | 222.2432 | 4384.0816 | 1919.776 | 2464.3056 |
Avg Daily Profit (%) | 0.4008 | 0.2839 | 0.1168 | 0.2002 | 0.1581 | 0.1707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166654 | -160512 | -122654 | -2995438 | -3309663 | -1342578 |
Profit Factor | 1.8615 | 2.2114 | 1.5061 | 1.3435 | 1.2504 | 1.4833 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 109 | 61 | 48 | 109 | 61 | 48 |
Profitability (%) | 41.0811 | 34.4086 | 47.8261 | 41.0811 | 34.4086 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.6697 | 4.2155 | 1.6431 | 1.9268 | 2.3836 | 1.6182 |
Largest Winning Trade | 217201 | 217201 | 46766 | 2629536 | 2629536 | 1025616 |
Largest Losing Trade | -43091 | -23239 | -43091 | -902193 | -902193 | -653697 |
Avg Bars in Trades | 40 | 38 | 41 | 40 | 38 | 41 |
Avg Bars in Winners | 67 | 71 | 65 | 67 | 71 | 65 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 7420 | 3564 | 3856 | 7420 | 3564 | 3856 |
Profit Streak | 495.3849 | 500.8849 | 0 | 495.3849 | 500.8849 | 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 | 409370 | 258425 | -35709 | 273030 | 100337 | 322156 |
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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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