Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687962.0075 | 431777.7831 | 256184.2244 | 3753737.0757 | -1390745.3026 | 5144482.3783 |
Total P&L (%) | 687.962 | 431.7778 | 256.1842 | 3753.7371 | -1390.7453 | 5144.4824 |
Avg Daily Profit (%) | 0.3158 | 0.1982 | 0.1176 | 0.1678 | 0 | 0.182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144000 | -104819 | -60517 | -7663305 | -8652808 | -3088993 |
Profit Factor | 1.7814 | 1.8345 | 1.7058 | 1.1001 | 0.9393 | 1.3524 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 121 | 66 | 55 | 121 | 66 | 55 |
Profitability (%) | 40.3941 | 35.2941 | 45.5446 | 40.3941 | 35.2941 | 45.5446 |
Ratio Avg Win / Avg Loss | 2.6287 | 3.3632 | 2.0395 | 1.6233 | 1.722 | 1.6169 |
Largest Winning Trade | 132631 | 132631 | 48574 | 2761160 | 2761160 | 1371779 |
Largest Losing Trade | -48241 | -48241 | -25330 | -3591863 | -3591863 | -1421931 |
Avg Bars in Trades | 41 | 43 | 40 | 41 | 43 | 40 |
Avg Bars in Winners | 64 | 72 | 57 | 64 | 72 | 57 |
Avg Bars in Losers | 26 | 28 | 25 | 26 | 28 | 25 |
Bars Traded | 8511 | 4463 | 4048 | 8511 | 4463 | 4048 |
Profit Streak | 0 | 0 | 30.2147 | 0 | 0 | 30.2147 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350395 | 183072 | -34238 | -104225 | -584001 | 285152 |
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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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