Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669435.9438 | 430997.4823 | 238438.4615 | 4427123.7044 | 4027291.5162 | 399832.1882 |
Total P&L (%) | 669.4359 | 430.9975 | 238.4385 | 4427.1237 | 4027.2915 | 399.8322 |
Avg Daily Profit (%) | 0.3956 | 0.2547 | 0.1409 | 0.2255 | 0.2201 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65947 | -90671 | -57336 | -4828800 | -1214176 | -4025112 |
Profit Factor | 2.2367 | 2.4708 | 1.9604 | 1.3869 | 1.8277 | 1.0608 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 33.7748 | 28 | 39.4737 | 33.7748 | 28 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.3857 | 6.3535 | 3.0059 | 2.7194 | 4.6998 | 1.6265 |
Largest Winning Trade | 231043 | 231043 | 51338 | 1677839 | 1677839 | 1261724 |
Largest Losing Trade | -22542 | -16222 | -22542 | -981032 | -896392 | -981032 |
Avg Bars in Trades | 132 | 118 | 146 | 132 | 118 | 146 |
Avg Bars in Winners | 268 | 263 | 272 | 268 | 263 | 272 |
Avg Bars in Losers | 62 | 61 | 63 | 62 | 61 | 63 |
Bars Traded | 19975 | 8876 | 11099 | 19975 | 8876 | 11099 |
Profit Streak | 0 | 45.4231 | 0 | 0 | 45.4231 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304121 | -60197 | -54775 | 160690 | -61317 | -272065 |
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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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