Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599140.7078 | 343275.8363 | 255864.8715 | 1130354.1682 | 113250.7568 | 1017103.4114 |
Total P&L (%) | 599.1407 | 343.2758 | 255.8649 | 1130.3542 | 113.2508 | 1017.1034 |
Avg Daily Profit (%) | 0.3149 | 0.1804 | 0.1345 | 0.132 | 0.0398 | 0.1269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110684 | -93428 | -62658 | -2343298 | -2147217 | -1138119 |
Profit Factor | 1.6514 | 1.5897 | 1.7578 | 1.1057 | 1.0166 | 1.2618 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
Losing Trades | 112 | 64 | 48 | 112 | 64 | 48 |
Profitability (%) | 50.6608 | 43.3628 | 57.8947 | 50.6608 | 43.3628 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.6083 | 2.0764 | 1.2784 | 1.0768 | 1.3278 | 0.9176 |
Largest Winning Trade | 218936 | 218936 | 52505 | 2082288 | 2082288 | 352182 |
Largest Losing Trade | -47478 | -47478 | -36412 | -1315782 | -1315782 | -682933 |
Avg Bars in Trades | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Winners | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Losers | 16 | 19 | 12 | 16 | 19 | 12 |
Bars Traded | 3735 | 2169 | 1567 | 3735 | 2169 | 1567 |
Profit Streak | 0 | 12.7711 | 0 | 0 | 12.7711 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493162 | 321988 | -10215 | -119128 | -343439 | -23914 |
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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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