Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640289.3006 | 425424.7816 | 214864.519 | 3012169.7106 | 3096944.4077 | -84774.6971 |
Total P&L (%) | 640.2893 | 425.4248 | 214.8645 | 3012.1697 | 3096.9444 | -84.7747 |
Avg Daily Profit (%) | 0.3774 | 0.2507 | 0.1266 | 0.2028 | 0.2044 | -0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82518 | -102802 | -60086 | -4012534 | -1466923 | -3010708 |
Profit Factor | 1.904 | 2.1329 | 1.6457 | 1.2829 | 1.6513 | 0.9856 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 167 | 85 | 82 | 167 | 85 | 82 |
Profitability (%) | 38.8278 | 37.9562 | 39.7059 | 38.8278 | 37.9562 | 39.7059 |
Ratio Avg Win / Avg Loss | 2.9997 | 3.4864 | 2.4991 | 2.0212 | 2.6992 | 1.4967 |
Largest Winning Trade | 237359 | 237359 | 51615 | 1030340 | 1030340 | 634514 |
Largest Losing Trade | -24972 | -15955 | -24972 | -959238 | -502085 | -959238 |
Avg Bars in Trades | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Winners | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4988 | 2173 | 2815 | 4988 | 2173 | 2815 |
Profit Streak | 9.9409 | 12.2742 | 0 | 9.9409 | 12.2742 | 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 | 402974 | 292808 | -24756 | 258386 | 260098 | -583030 |
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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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