Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2093816.5302 | 1975516.9424 | 118299.5877 | 181574.19 | 1014358.7804 | -832784.5904 |
Total P&L (%) | 2093.8165 | 1975.5169 | 118.2996 | 181.5742 | 1014.3588 | -832.7846 |
Avg Daily Profit (%) | 0.9042 | 0.8531 | 0.0511 | 0.0447 | 0.1042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183943 | -145520 | -177668 | -2461952 | -1061241 | -2160945 |
Profit Factor | 2.7682 | 5.141 | 1.1673 | 1.0214 | 1.3548 | 0.8521 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 51.0101 | 47.4747 | 54.5455 | 51.0101 | 47.4747 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.6586 | 5.6879 | 0.9728 | 0.9809 | 1.4989 | 0.71 |
Largest Winning Trade | 1865317 | 1865317 | 42406 | 1205113 | 1205113 | 441094 |
Largest Losing Trade | -83209 | -38785 | -83209 | -793704 | -479390 | -793704 |
Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Winners | 53 | 53 | 52 | 53 | 53 | 52 |
Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
Bars Traded | 9104 | 4378 | 4726 | 9104 | 4378 | 4726 |
Profit Streak | 0 | 0 | 38.7274 | 0 | 0 | 38.7274 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 709440 | 714172 | -161560 | -330682 | -54361 | -579490 |
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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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