Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609525.4811 | 376096.9778 | 233428.5032 | 3604815.1687 | 2880040.4918 | 724774.6769 |
Total P&L (%) | 609.5255 | 376.097 | 233.4285 | 3604.8152 | 2880.0405 | 724.7747 |
Avg Daily Profit (%) | 0.3609 | 0.2227 | 0.1382 | 0.2141 | 0.2012 | 0.125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156674 | -127178 | -67797 | -2268219 | -688325 | -2133726 |
Profit Factor | 1.5562 | 1.6959 | 1.4203 | 1.4394 | 1.7683 | 1.1627 |
Total Trades | 431 | 215 | 216 | 431 | 215 | 216 |
Winning Trades | 145 | 66 | 79 | 145 | 66 | 79 |
Losing Trades | 286 | 149 | 137 | 286 | 149 | 137 |
Profitability (%) | 33.6427 | 30.6977 | 36.5741 | 33.6427 | 30.6977 | 36.5741 |
Ratio Avg Win / Avg Loss | 3.0694 | 3.8286 | 2.463 | 2.8392 | 3.9921 | 2.0163 |
Largest Winning Trade | 90732 | 90732 | 55926 | 1690188 | 1690188 | 1221081 |
Largest Losing Trade | -19987 | -14719 | -19987 | -465876 | -415895 | -465876 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 9984 | 5214 | 4770 | 9984 | 5214 | 4770 |
Profit Streak | 18.1009 | 40.7675 | 18.1009 | 18.1009 | 40.7675 | 18.1009 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338721 | 192842 | -10407 | 267873 | 206262 | -69970 |
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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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