Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799484.5816 | 546866.9949 | 252617.5867 | 6928387.9449 | 279326.6385 | 6649061.3064 |
Total P&L (%) | 799.4846 | 546.867 | 252.6176 | 6928.3879 | 279.3266 | 6649.0613 |
Avg Daily Profit (%) | 0.3374 | 0.2308 | 0.1066 | 0.1796 | 0.0563 | 0.1779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129975 | -70937 | -193247 | -3291046 | -2264871 | -1299693 |
Profit Factor | 1.8357 | 2.2592 | 1.4836 | 1.8355 | 1.0572 | 2.952 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Profitability (%) | 43.4343 | 44.4444 | 42.4242 | 43.4343 | 44.4444 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.3906 | 2.8239 | 2.0134 | 2.3904 | 1.3215 | 4.0063 |
Largest Winning Trade | 105573 | 105573 | 66363 | 1826801 | 1812668 | 1826801 |
Largest Losing Trade | -55314 | -28424 | -55314 | -1116768 | -1116768 | -671341 |
Avg Bars in Trades | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Winners | 50 | 36 | 65 | 50 | 36 | 65 |
Avg Bars in Losers | 23 | 21 | 26 | 23 | 21 | 26 |
Bars Traded | 7020 | 2786 | 4234 | 7020 | 2786 | 4234 |
Profit Streak | 21.9179 | 21.9179 | 30.5845 | 21.9179 | 21.9179 | 30.5845 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455237 | 395201 | -50564 | 406673 | -277032 | 405056 |
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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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