Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540598.4972 | 328400.0546 | 212198.4426 | 2599122.8475 | 3355370.1766 | -756247.329 |
Total P&L (%) | 540.5985 | 328.4001 | 212.1984 | 2599.1228 | 3355.3702 | -756.2473 |
Avg Daily Profit (%) | 0.3188 | 0.1937 | 0.1251 | 0.1945 | 0.2091 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89058 | -93354 | -81275 | -5165480 | -1153203 | -4604609 |
Profit Factor | 1.9354 | 2.104 | 1.7565 | 1.2279 | 1.8417 | 0.8981 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 79 | 33 | 46 | 79 | 33 | 46 |
Losing Trades | 102 | 57 | 45 | 102 | 57 | 45 |
Profitability (%) | 43.6464 | 36.6667 | 50.5495 | 43.6464 | 36.6667 | 50.5495 |
Ratio Avg Win / Avg Loss | 2.4988 | 3.6341 | 1.7184 | 1.5854 | 3.1811 | 0.8785 |
Largest Winning Trade | 110215 | 110215 | 54556 | 1366011 | 1288234 | 1366011 |
Largest Losing Trade | -40109 | -17638 | -40109 | -1807632 | -509696 | -1807632 |
Avg Bars in Trades | 111 | 101 | 120 | 111 | 101 | 120 |
Avg Bars in Winners | 169 | 164 | 172 | 169 | 164 | 172 |
Avg Bars in Losers | 65 | 64 | 67 | 65 | 64 | 67 |
Bars Traded | 20092 | 9142 | 10950 | 20092 | 9142 | 10950 |
Profit Streak | 0 | 54.3812 | 0 | 0 | 54.3812 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403398 | 238721 | -22875 | 260004 | 240257 | -581017 |
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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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