Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781429.3565 | 521685.0218 | 259744.3347 | 3718804.4957 | 1035809.0822 | 2682995.4135 |
Total P&L (%) | 781.4294 | 521.685 | 259.7443 | 3718.8045 | 1035.8091 | 2682.9954 |
Avg Daily Profit (%) | 0.5267 | 0.3516 | 0.1751 | 0.2458 | 0.1639 | 0.2244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88578 | -152467 | -65894 | -6811160 | -5029014 | -5162050 |
Profit Factor | 1.6037 | 1.7705 | 1.4207 | 1.0918 | 1.0501 | 1.1355 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 170 | 76 | 94 | 170 | 76 | 94 |
Losing Trades | 306 | 162 | 144 | 306 | 162 | 144 |
Profitability (%) | 35.7143 | 31.9328 | 39.4958 | 35.7143 | 31.9328 | 39.4958 |
Ratio Avg Win / Avg Loss | 2.8866 | 3.7741 | 2.1764 | 1.9653 | 2.2383 | 1.7394 |
Largest Winning Trade | 296713 | 296713 | 39918 | 2792609 | 2792609 | 1311936 |
Largest Losing Trade | -24418 | -22134 | -24418 | -1522456 | -878194 | -1522456 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 6 | 8 | 5 | 6 | 8 | 5 |
Bars Traded | 5838 | 3011 | 2827 | 5838 | 3011 | 2827 |
Profit Streak | 16.7116 | 0 | 17.9616 | 16.7116 | 0 | 17.9616 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419313 | 238765 | 244368 | -112177 | -162660 | -64713 |
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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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