Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580081.2154 | 421858.2109 | 158223.0045 | 2316994.3675 | 700464.6568 | 1616529.7107 |
Total P&L (%) | 580.0812 | 421.8582 | 158.223 | 2316.9944 | 700.4647 | 1616.5297 |
Avg Daily Profit (%) | 0.3275 | 0.2382 | 0.0893 | 0.18 | 0.1175 | 0.1607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67012 | -76843 | -60597 | -1653034 | -1936527 | -782854 |
Profit Factor | 1.6583 | 1.9053 | 1.3811 | 1.2202 | 1.1204 | 1.3435 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 40.1015 | 37.3737 | 42.8571 | 40.1015 | 37.3737 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.477 | 3.1926 | 1.8415 | 1.8226 | 1.8775 | 1.7914 |
Largest Winning Trade | 116275 | 116275 | 66760 | 660479 | 660479 | 608443 |
Largest Losing Trade | -21382 | -21382 | -20995 | -633751 | -340947 | -633751 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 31 | 34 | 27 | 31 | 34 | 27 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 3506 | 1850 | 1657 | 3506 | 1850 | 1657 |
Profit Streak | 33.6609 | 33.6609 | 35.1609 | 33.6609 | 33.6609 | 35.1609 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386018 | 258612 | -74244 | 253018 | -127022 | 248837 |
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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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