Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830279.3146 | 574598.6775 | 255680.6371 | 13167022.3537 | 4453784.9916 | 8713237.3621 |
Total P&L (%) | 830.2793 | 574.5987 | 255.6806 | 13167.0224 | 4453.785 | 8713.2374 |
Avg Daily Profit (%) | 0.4364 | 0.302 | 0.1344 | 0.2572 | 0.2009 | 0.2357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65582 | -112101 | -77547 | -4097439 | -8664117 | -2651091 |
Profit Factor | 2.1781 | 2.5139 | 1.7862 | 1.3809 | 1.216 | 1.6248 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 31.0881 | 26.8041 | 35.4167 | 31.0881 | 26.8041 | 35.4167 |
Ratio Avg Win / Avg Loss | 4.8281 | 6.8649 | 3.2572 | 3.061 | 3.3205 | 2.9628 |
Largest Winning Trade | 170162 | 170162 | 60468 | 4817131 | 4817131 | 4006034 |
Largest Losing Trade | -16274 | -13468 | -16274 | -1313195 | -1313195 | -1138065 |
Avg Bars in Trades | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Winners | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 3712 | 1627 | 2085 | 3712 | 1627 | 2085 |
Profit Streak | 508.3422 | 508.8422 | 0 | 508.3422 | 508.8422 | 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 | 313926 | -7595 | -15920 | 170432 | -12569 | 206187 |
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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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