Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520955.0582 | 380795.0348 | 140160.0234 | 1096484.1653 | 1104778.3263 | -8294.161 |
Total P&L (%) | 520.9551 | 380.795 | 140.16 | 1096.4842 | 1104.7783 | -8.2942 |
Avg Daily Profit (%) | 0.4201 | 0.3071 | 0.113 | 0.2004 | 0.2009 | -0.007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95781 | -65298 | -89438 | -807425 | -517021 | -693236 |
Profit Factor | 1.6538 | 2.1261 | 1.3056 | 1.2411 | 1.5817 | 0.9969 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 57.3604 | 54.0816 | 60.6061 | 57.3604 | 54.0816 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.2294 | 1.8052 | 0.8486 | 0.9226 | 1.3429 | 0.648 |
Largest Winning Trade | 98901 | 98901 | 37799 | 316928 | 316928 | 185665 |
Largest Losing Trade | -70989 | -29834 | -70989 | -492909 | -234487 | -492909 |
Avg Bars in Trades | 73 | 79 | 68 | 73 | 79 | 68 |
Avg Bars in Winners | 73 | 80 | 67 | 73 | 80 | 67 |
Avg Bars in Losers | 74 | 77 | 69 | 74 | 77 | 69 |
Bars Traded | 14527 | 7780 | 6747 | 14527 | 7780 | 6747 |
Profit Streak | 9.0401 | 0 | 12.2901 | 9.0401 | 0 | 12.2901 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525373 | 461388 | -41942 | 315050 | 363136 | -579074 |
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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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