Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620276.8211 | 471934.3258 | 148342.4953 | 722117.2634 | 394378.4469 | 327738.8165 |
Total P&L (%) | 620.2768 | 471.9343 | 148.3425 | 722.1173 | 394.3784 | 327.7388 |
Avg Daily Profit (%) | 0.3834 | 0.2917 | 0.0917 | 0.1303 | 0.0988 | 0.0899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151186 | -80623 | -147501 | -1245259 | -897278 | -471773 |
Profit Factor | 1.5633 | 1.827 | 1.2796 | 1.1595 | 1.1711 | 1.1474 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 110 | 47 | 63 | 110 | 47 | 63 |
Losing Trades | 110 | 63 | 47 | 110 | 63 | 47 |
Profitability (%) | 50 | 42.7273 | 57.2727 | 50 | 42.7273 | 57.2727 |
Ratio Avg Win / Avg Loss | 1.5633 | 2.449 | 0.9547 | 1.1595 | 1.5697 | 0.856 |
Largest Winning Trade | 226053 | 226053 | 47163 | 458095 | 458095 | 264757 |
Largest Losing Trade | -45978 | -44252 | -45978 | -261113 | -237804 | -261113 |
Avg Bars in Trades | 86 | 92 | 81 | 86 | 92 | 81 |
Avg Bars in Winners | 105 | 122 | 93 | 105 | 122 | 93 |
Avg Bars in Losers | 68 | 70 | 64 | 68 | 70 | 64 |
Bars Traded | 19137 | 10201 | 8936 | 19137 | 10201 | 8936 |
Profit Streak | 496.8987 | 0 | 507.8154 | 496.8987 | 0 | 507.8154 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509214 | 316127 | -71004 | -62060 | -95392 | -131747 |
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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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