Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602514.1002 | 399570.406 | 202943.6943 | 1105445.7336 | 556027.6205 | 549418.113 |
Total P&L (%) | 602.5141 | 399.5704 | 202.9437 | 1105.4457 | 556.0276 | 549.4181 |
Avg Daily Profit (%) | 0.2778 | 0.1842 | 0.0936 | 0.1148 | 0.0868 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95277 | -60609 | -139657 | -1763053 | -1142773 | -1473837 |
Profit Factor | 1.6977 | 2.0269 | 1.4278 | 1.1252 | 1.1461 | 1.1094 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 108 | 48 | 60 | 108 | 48 | 60 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 61.3636 | 54.5455 | 68.1818 | 61.3636 | 54.5455 | 68.1818 |
Ratio Avg Win / Avg Loss | 1.0689 | 1.6891 | 0.6663 | 0.7085 | 0.9551 | 0.5177 |
Largest Winning Trade | 89609 | 89609 | 42211 | 413601 | 413601 | 376731 |
Largest Losing Trade | -65937 | -44017 | -65937 | -1210578 | -564782 | -1210578 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Losers | 39 | 35 | 45 | 39 | 35 | 45 |
Bars Traded | 6238 | 3049 | 3189 | 6238 | 3049 | 3189 |
Profit Streak | 30.0059 | 0 | 40.3392 | 30.0059 | 0 | 40.3392 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494759 | 417910 | -65550 | -120785 | -137888 | -175900 |
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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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