Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463982.006 | 101196.1541 | 362785.8519 | 1520521.0585 | 252081.9437 | 1268439.1148 |
Total P&L (%) | 463.982 | 101.1962 | 362.7859 | 1520.5211 | 252.0819 | 1268.4391 |
Avg Daily Profit (%) | 0.3103 | 0.0677 | 0.2426 | 0.1864 | 0.0842 | 0.1751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99321 | -53939 | -87041 | -824697 | -391003 | -722130 |
Profit Factor | 2.4083 | 1.6746 | 3.0216 | 1.7625 | 1.3046 | 2.0874 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 154 | 71 | 83 | 154 | 71 | 83 |
Losing Trades | 40 | 26 | 14 | 40 | 26 | 14 |
Profitability (%) | 79.3814 | 73.1959 | 85.567 | 79.3814 | 73.1959 | 85.567 |
Ratio Avg Win / Avg Loss | 0.6255 | 0.6132 | 0.5097 | 0.4578 | 0.4778 | 0.3521 |
Largest Winning Trade | 41282 | 15568 | 41282 | 473516 | 70685 | 473516 |
Largest Losing Trade | -87041 | -36660 | -87041 | -710431 | -263549 | -710431 |
Avg Bars in Trades | 14 | 4 | 24 | 14 | 4 | 24 |
Avg Bars in Winners | 8 | 2 | 12 | 8 | 2 | 12 |
Avg Bars in Losers | 39 | 10 | 93 | 39 | 10 | 93 |
Bars Traded | 2829 | 450 | 2379 | 2829 | 450 | 2379 |
Profit Streak | 18.0083 | 116.0083 | 18.0083 | 18.0083 | 116.0083 | 18.0083 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 612060 | -97533 | 602483 | 544097 | -77437 | 531811 |
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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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