Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823048.3095 | 678604.2228 | 144444.0867 | 2089522.9504 | 1042822.2449 | 1046700.7055 |
Total P&L (%) | 823.0483 | 678.6042 | 144.4441 | 2089.523 | 1042.8222 | 1046.7007 |
Avg Daily Profit (%) | 0.4387 | 0.3617 | 0.077 | 0.1646 | 0.1299 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97633 | -63642 | -74867 | -1360555 | -1225159 | -599016 |
Profit Factor | 2.2817 | 3.1796 | 1.4366 | 1.2927 | 1.3036 | 1.2827 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 170 | 89 | 81 | 170 | 89 | 81 |
Profitability (%) | 35.6061 | 32.5758 | 38.6364 | 35.6061 | 32.5758 | 38.6364 |
Ratio Avg Win / Avg Loss | 4.1265 | 6.581 | 2.2817 | 2.3379 | 2.698 | 2.0372 |
Largest Winning Trade | 565598 | 565598 | 46166 | 1153208 | 1153208 | 632708 |
Largest Losing Trade | -23589 | -16491 | -23589 | -387303 | -278722 | -387303 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Losers | 11 | 9 | 12 | 11 | 9 | 12 |
Bars Traded | 7349 | 3270 | 4079 | 7349 | 3270 | 4079 |
Profit Streak | 0 | 12.5761 | 0 | 0 | 12.5761 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377396 | 338721 | -92738 | 178103 | -24007 | -22429 |
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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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