Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992858.7636 | 736338.9667 | 256519.7969 | 3046186.0968 | 965354.8103 | 2080831.2865 |
Total P&L (%) | 992.8588 | 736.339 | 256.5198 | 3046.1861 | 965.3548 | 2080.8313 |
Avg Daily Profit (%) | 0.668 | 0.4954 | 0.1726 | 0.2323 | 0.1593 | 0.2076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101379 | -150344 | -67327 | -2470973 | -3336825 | -1222487 |
Profit Factor | 2.0132 | 2.3281 | 1.6029 | 1.184 | 1.1 | 1.3014 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 104 | 39 | 65 | 104 | 39 | 65 |
Losing Trades | 162 | 94 | 68 | 162 | 94 | 68 |
Profitability (%) | 39.0977 | 29.3233 | 48.8722 | 39.0977 | 29.3233 | 48.8722 |
Ratio Avg Win / Avg Loss | 3.1359 | 5.6113 | 1.6768 | 1.8443 | 2.6513 | 1.3615 |
Largest Winning Trade | 553312 | 553312 | 32808 | 3172708 | 3172708 | 829701 |
Largest Losing Trade | -24087 | -17237 | -24087 | -725478 | -725478 | -480585 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 28 | 31 | 27 | 28 | 31 | 27 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4423 | 2002 | 2421 | 4423 | 2002 | 2421 |
Profit Streak | 7.0488 | 9.0488 | 0 | 7.0488 | 9.0488 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503151 | 179280 | 362099 | -10614 | -111738 | 281976 |
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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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