Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960009.2862 | 706849.225 | 253160.0613 | 3369960.2082 | 2014892.6593 | 1355067.5488 |
Total P&L (%) | 960.0093 | 706.8492 | 253.1601 | 3369.9602 | 2014.8927 | 1355.0675 |
Avg Daily Profit (%) | 0.6445 | 0.4745 | 0.17 | 0.2384 | 0.2051 | 0.1799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130407 | -96301 | -81898 | -1904602 | -1306144 | -1370472 |
Profit Factor | 2.2141 | 2.5964 | 1.7275 | 1.3092 | 1.3626 | 1.2537 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 40.1235 | 34.5679 | 45.679 | 40.1235 | 34.5679 | 45.679 |
Ratio Avg Win / Avg Loss | 3.3041 | 4.9146 | 2.0544 | 1.9538 | 2.5792 | 1.4909 |
Largest Winning Trade | 527796 | 527796 | 58880 | 1823551 | 1823551 | 786263 |
Largest Losing Trade | -28459 | -28459 | -27521 | -609965 | -545981 | -609965 |
Avg Bars in Trades | 108 | 98 | 118 | 108 | 98 | 118 |
Avg Bars in Winners | 172 | 158 | 182 | 172 | 158 | 182 |
Avg Bars in Losers | 65 | 66 | 64 | 65 | 66 | 64 |
Bars Traded | 17536 | 7950 | 9586 | 17536 | 7950 | 9586 |
Profit Streak | 0 | 0 | 23.0401 | 0 | 0 | 23.0401 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470085 | -2624 | -2453 | 238501 | -8300 | -5424 |
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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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