Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781442.8084 | 586148.1253 | 195294.6831 | 721762.3591 | 237099.3187 | 484663.0404 |
Total P&L (%) | 781.4428 | 586.1481 | 195.2947 | 721.7624 | 237.0993 | 484.663 |
Avg Daily Profit (%) | 0.5287 | 0.3966 | 0.1321 | 0.1426 | 0.0823 | 0.1195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187490 | -152467 | -93431 | -882898 | -580645 | -627402 |
Profit Factor | 1.8167 | 2.0742 | 1.475 | 1.145 | 1.0831 | 1.228 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 99 | 43 | 56 | 99 | 43 | 56 |
Losing Trades | 112 | 63 | 49 | 112 | 63 | 49 |
Profitability (%) | 46.9194 | 40.566 | 53.3333 | 46.9194 | 40.566 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.0552 | 3.0389 | 1.2906 | 1.2953 | 1.5869 | 1.0745 |
Largest Winning Trade | 414791 | 414791 | 30027 | 729586 | 729586 | 248290 |
Largest Losing Trade | -41792 | -41792 | -32343 | -295289 | -295289 | -281667 |
Avg Bars in Trades | 82 | 82 | 82 | 82 | 82 | 82 |
Avg Bars in Winners | 99 | 98 | 101 | 99 | 98 | 101 |
Avg Bars in Losers | 66 | 71 | 61 | 66 | 71 | 61 |
Bars Traded | 17365 | 8697 | 8668 | 17365 | 8697 | 8668 |
Profit Streak | 21.1205 | 30.3705 | 0 | 21.1205 | 30.3705 | 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 | 531066 | 386012 | -15317 | -62818 | -214051 | -33607 |
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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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