Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778657.3017 | 417182.1194 | 361475.1823 | 14750761.1286 | 4408757.549 | 10342003.5796 |
Total P&L (%) | 778.6573 | 417.1821 | 361.4752 | 14750.7611 | 4408.7575 | 10342.0036 |
Avg Daily Profit (%) | 0.4313 | 0.2311 | 0.2002 | 0.2774 | 0.2112 | 0.2578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72332 | -65532 | -93911 | -8079631 | -8408343 | -7582038 |
Profit Factor | 1.8618 | 1.8903 | 1.8311 | 1.2435 | 1.1416 | 1.3512 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 191 | 99 | 92 | 191 | 99 | 92 |
Profitability (%) | 35.6902 | 33.557 | 37.8378 | 35.6902 | 33.557 | 37.8378 |
Ratio Avg Win / Avg Loss | 3.3548 | 3.7428 | 3.0083 | 2.2406 | 2.2604 | 2.2197 |
Largest Winning Trade | 109557 | 109557 | 54948 | 5993369 | 5993369 | 5068912 |
Largest Losing Trade | -25034 | -15751 | -25034 | -1556513 | -1474143 | -1556513 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 41 | 44 | 39 | 41 | 44 | 39 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 6971 | 3671 | 3300 | 6971 | 3671 | 3300 |
Profit Streak | 24.2122 | 24.4622 | 0 | 24.2122 | 24.4622 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372926 | 206747 | 233394 | 228931 | -61259 | 195309 |
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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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