Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583461.1621 | 417200.1138 | 166261.0483 | 2493817.5839 | 692506.8933 | 1801310.6906 |
Total P&L (%) | 583.4612 | 417.2001 | 166.261 | 2493.8176 | 692.5069 | 1801.3107 |
Avg Daily Profit (%) | 0.3295 | 0.2356 | 0.0939 | 0.184 | 0.117 | 0.1664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58858 | -76843 | -60597 | -1786564 | -2092957 | -846092 |
Profit Factor | 1.6635 | 1.8862 | 1.407 | 1.2194 | 1.1096 | 1.3567 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Profitability (%) | 40.2985 | 36.6337 | 44 | 40.2985 | 36.6337 | 44 |
Ratio Avg Win / Avg Loss | 2.4645 | 3.2626 | 1.7907 | 1.8065 | 1.9194 | 1.7267 |
Largest Winning Trade | 116275 | 116275 | 59958 | 713832 | 713832 | 657592 |
Largest Losing Trade | -20995 | -18322 | -20995 | -684945 | -368488 | -684945 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3507 | 1850 | 1657 | 3507 | 1850 | 1657 |
Profit Streak | 33.549 | 33.549 | 35.049 | 33.549 | 33.549 | 35.049 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390485 | 246302 | -67585 | 257586 | -139926 | 269692 |
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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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