Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629213.8125 | 364742.4505 | 264471.3619 | 5476584.0937 | 5018431.5781 | 458152.5156 |
Total P&L (%) | 629.2138 | 364.7425 | 264.4714 | 5476.5841 | 5018.4316 | 458.1525 |
Avg Daily Profit (%) | 0.3731 | 0.2163 | 0.1568 | 0.2387 | 0.2336 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106745 | -89383 | -71610 | -11730875 | -3619351 | -8111524 |
Profit Factor | 2.0029 | 2.0325 | 1.9648 | 1.2369 | 1.4595 | 1.0376 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 74 | 30 | 44 | 74 | 30 | 44 |
Losing Trades | 93 | 54 | 39 | 93 | 54 | 39 |
Profitability (%) | 44.3114 | 35.7143 | 53.012 | 44.3114 | 35.7143 | 53.012 |
Ratio Avg Win / Avg Loss | 2.5171 | 3.6585 | 1.7415 | 1.5545 | 2.627 | 0.9197 |
Largest Winning Trade | 110389 | 110389 | 52155 | 3258533 | 3258533 | 2187587 |
Largest Losing Trade | -20874 | -16285 | -20874 | -2178501 | -1498128 | -2178501 |
Avg Bars in Trades | 119 | 105 | 132 | 119 | 105 | 132 |
Avg Bars in Winners | 185 | 170 | 195 | 185 | 170 | 195 |
Avg Bars in Losers | 66 | 69 | 62 | 66 | 69 | 62 |
Bars Traded | 19902 | 8876 | 11026 | 19902 | 8876 | 11026 |
Profit Streak | 14.89 | 16.5567 | 0 | 14.89 | 16.5567 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452626 | 227230 | 397537 | 303413 | 186606 | -237603 |
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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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