Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928855.2732 | 701037.865 | 227817.4082 | 1849070.8497 | 590942.5144 | 1258128.3353 |
Total P&L (%) | 928.8553 | 701.0379 | 227.8174 | 1849.0709 | 590.9425 | 1258.1283 |
Avg Daily Profit (%) | 0.6238 | 0.4708 | 0.153 | 0.1997 | 0.1299 | 0.1754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106027 | -153963 | -69338 | -1286846 | -1639255 | -861593 |
Profit Factor | 1.9572 | 2.2816 | 1.5381 | 1.1845 | 1.1039 | 1.2905 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 95 | 37 | 58 | 95 | 37 | 58 |
Losing Trades | 154 | 88 | 66 | 154 | 88 | 66 |
Profitability (%) | 38.1526 | 29.6 | 46.7742 | 38.1526 | 29.6 | 46.7742 |
Ratio Avg Win / Avg Loss | 3.1727 | 5.4264 | 1.7502 | 1.9202 | 2.6254 | 1.4685 |
Largest Winning Trade | 553312 | 553312 | 31755 | 1524169 | 1524169 | 480324 |
Largest Losing Trade | -24087 | -21795 | -24087 | -383787 | -383787 | -258308 |
Avg Bars in Trades | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Winners | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4344 | 1971 | 2373 | 4344 | 1971 | 2373 |
Profit Streak | 9.5861 | 11.5861 | 0 | 9.5861 | 11.5861 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468583 | 210278 | 312030 | -10767 | -133222 | 239442 |
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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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