Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837903.7195 | 644009.6174 | 193894.1021 | 3161260.4618 | 946309.3325 | 2214951.1294 |
Total P&L (%) | 837.9037 | 644.0096 | 193.8941 | 3161.2605 | 946.3093 | 2214.9511 |
Avg Daily Profit (%) | 0.4329 | 0.3327 | 0.1002 | 0.1802 | 0.1214 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176620 | -107903 | -77808 | -4536064 | -2765448 | -1961549 |
Profit Factor | 1.7572 | 2.1516 | 1.3543 | 1.1816 | 1.101 | 1.2755 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Losing Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Profitability (%) | 50.7299 | 50.365 | 51.0949 | 50.7299 | 50.365 | 51.0949 |
Ratio Avg Win / Avg Loss | 1.7066 | 2.1204 | 1.2962 | 1.1476 | 1.085 | 1.2208 |
Largest Winning Trade | 367553 | 367553 | 54211 | 1170891 | 1170891 | 821921 |
Largest Losing Trade | -36151 | -36151 | -33307 | -1079246 | -788027 | -1079246 |
Avg Bars in Trades | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Winners | 33 | 28 | 39 | 33 | 28 | 39 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 7404 | 3400 | 4004 | 7404 | 3400 | 4004 |
Profit Streak | 0 | 0 | 28.703 | 0 | 0 | 28.703 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545969 | 482365 | -57584 | -11121 | -139854 | 319935 |
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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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