Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556565.5534 | 382649.4052 | 173916.1482 | 890920.6998 | 424266.3995 | 466654.3003 |
Total P&L (%) | 556.5656 | 382.6494 | 173.9161 | 890.9207 | 424.2664 | 466.6543 |
Avg Daily Profit (%) | 0.5386 | 0.3703 | 0.1683 | 0.2222 | 0.1605 | 0.168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77339 | -121666 | -61310 | -323204 | -377962 | -191858 |
Profit Factor | 1.67 | 1.7885 | 1.5035 | 1.3 | 1.2397 | 1.3891 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 92 | 37 | 55 | 92 | 37 | 55 |
Losing Trades | 110 | 64 | 46 | 110 | 64 | 46 |
Profitability (%) | 45.5446 | 36.6337 | 54.4554 | 45.5446 | 36.6337 | 54.4554 |
Ratio Avg Win / Avg Loss | 1.9967 | 3.0937 | 1.2575 | 1.5544 | 2.1444 | 1.1618 |
Largest Winning Trade | 229452 | 229452 | 30844 | 397409 | 397409 | 127262 |
Largest Losing Trade | -38371 | -38371 | -34936 | -106426 | -94856 | -106426 |
Avg Bars in Trades | 15 | 20 | 9 | 15 | 20 | 9 |
Avg Bars in Winners | 18 | 29 | 11 | 18 | 29 | 11 |
Avg Bars in Losers | 12 | 15 | 7 | 12 | 15 | 7 |
Bars Traded | 3060 | 2108 | 952 | 3060 | 2108 | 952 |
Profit Streak | 0 | 0 | 22.9239 | 0 | 0 | 22.9239 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493125 | 261489 | 352613 | 324908 | 104560 | 327343 |
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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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