Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633312.3685 | 437764.9654 | 195547.4031 | 1639763.6676 | 292154.393 | 1347609.2746 |
Total P&L (%) | 633.3124 | 437.765 | 195.5474 | 1639.7637 | 292.1544 | 1347.6093 |
Avg Daily Profit (%) | 0.3041 | 0.2102 | 0.0939 | 0.1372 | 0.0656 | 0.1284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148666 | -102576 | -88488 | -1162926 | -1048337 | -389693 |
Profit Factor | 1.6437 | 1.7967 | 1.4502 | 1.2006 | 1.0593 | 1.4145 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 44.1026 | 42.268 | 45.9184 | 44.1026 | 42.268 | 45.9184 |
Ratio Avg Win / Avg Loss | 2.0833 | 2.454 | 1.708 | 1.5217 | 1.4469 | 1.666 |
Largest Winning Trade | 133294 | 133294 | 44385 | 521780 | 521780 | 343976 |
Largest Losing Trade | -38222 | -38222 | -35065 | -280663 | -280663 | -267029 |
Avg Bars in Trades | 126 | 142 | 109 | 126 | 142 | 109 |
Avg Bars in Winners | 177 | 200 | 155 | 177 | 200 | 155 |
Avg Bars in Losers | 86 | 100 | 70 | 86 | 100 | 70 |
Bars Traded | 24629 | 13870 | 10759 | 24629 | 13870 | 10759 |
Profit Streak | 25.2084 | 0 | 29.3751 | 25.2084 | 0 | 29.3751 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407175 | 281294 | -66842 | -9542 | -263854 | -20630 |
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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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