Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555408.4204 | 418087.6078 | 137320.8125 | 1421528.5893 | 341017.7902 | 1080510.799 |
Total P&L (%) | 555.4084 | 418.0876 | 137.3208 | 1421.5286 | 341.0178 | 1080.5108 |
Avg Daily Profit (%) | 0.3126 | 0.2353 | 0.0773 | 0.1533 | 0.0836 | 0.139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90473 | -94527 | -83419 | -2907057 | -2462276 | -1126576 |
Profit Factor | 1.6087 | 1.922 | 1.2992 | 1.1054 | 1.0477 | 1.1705 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 90 | 39 | 51 | 90 | 39 | 51 |
Losing Trades | 119 | 66 | 53 | 119 | 66 | 53 |
Profitability (%) | 43.0622 | 37.1429 | 49.0385 | 43.0622 | 37.1429 | 49.0385 |
Ratio Avg Win / Avg Loss | 2.1271 | 3.2526 | 1.3501 | 1.4615 | 1.773 | 1.2164 |
Largest Winning Trade | 134891 | 134891 | 66646 | 910118 | 910118 | 831128 |
Largest Losing Trade | -31467 | -23479 | -31467 | -505203 | -505203 | -501843 |
Avg Bars in Trades | 100 | 96 | 104 | 100 | 96 | 104 |
Avg Bars in Winners | 162 | 167 | 158 | 162 | 167 | 158 |
Avg Bars in Losers | 53 | 55 | 51 | 53 | 55 | 51 |
Bars Traded | 21034 | 10179 | 10855 | 21034 | 10179 | 10855 |
Profit Streak | 37.1956 | 37.1956 | 38.4456 | 37.1956 | 37.1956 | 38.4456 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411509 | 246330 | -89778 | -97596 | -253099 | -40114 |
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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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