Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374522.9643 | 220419.2297 | 154103.7346 | 1475420.0126 | 1188084.4441 | 287335.5685 |
Total P&L (%) | 374.523 | 220.4192 | 154.1037 | 1475.42 | 1188.0844 | 287.3356 |
Avg Daily Profit (%) | 0.3595 | 0.2116 | 0.1479 | 0.265 | 0.2457 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47889 | -57018 | -37723 | -1056123 | -401170 | -743675 |
Profit Factor | 1.8529 | 2.0578 | 1.6678 | 1.5216 | 1.9146 | 1.1879 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 42.0513 | 40.8163 | 43.299 | 42.0513 | 40.8163 | 43.299 |
Ratio Avg Win / Avg Loss | 2.5534 | 2.9839 | 2.184 | 2.0969 | 2.7762 | 1.5555 |
Largest Winning Trade | 63611 | 63611 | 33222 | 618952 | 618952 | 370282 |
Largest Losing Trade | -14619 | -14619 | -14568 | -275832 | -222956 | -275832 |
Avg Bars in Trades | 126 | 116 | 136 | 126 | 116 | 136 |
Avg Bars in Winners | 198 | 177 | 218 | 198 | 177 | 218 |
Avg Bars in Losers | 73 | 73 | 73 | 73 | 73 | 73 |
Bars Traded | 24599 | 11368 | 13231 | 24599 | 11368 | 13231 |
Profit Streak | 13.26 | 36.26 | 0 | 13.26 | 36.26 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397299 | 315298 | 169327 | 348409 | 330825 | -35036 |
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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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