Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540711.1939 | 331936.4723 | 208774.7216 | 1891333.5001 | 1065977.0244 | 825356.4757 |
Total P&L (%) | 540.7112 | 331.9365 | 208.7747 | 1891.3335 | 1065.977 | 825.3565 |
Avg Daily Profit (%) | 0.5238 | 0.3215 | 0.2022 | 0.2902 | 0.2382 | 0.2158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105113 | -77491 | -79338 | -1137630 | -892355 | -421197 |
Profit Factor | 1.782 | 1.9164 | 1.6341 | 1.5258 | 1.4813 | 1.5969 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 43.8144 | 38.1443 | 49.4845 | 43.8144 | 38.1443 | 49.4845 |
Ratio Avg Win / Avg Loss | 2.2851 | 3.1077 | 1.6681 | 1.9566 | 2.4022 | 1.6302 |
Largest Winning Trade | 196007 | 196007 | 49564 | 1209149 | 1209149 | 280716 |
Largest Losing Trade | -26082 | -22594 | -26082 | -312950 | -301392 | -312950 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 2980 | 1543 | 1437 | 2980 | 1543 | 1437 |
Profit Streak | 0 | 0 | 20.88 | 0 | 0 | 20.88 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470611 | 276145 | 398467 | 369764 | 217411 | 414587 |
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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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