Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685641.0644 | 477596.6594 | 208044.405 | 6079824.7466 | 2565079.6497 | 3514745.0969 |
Total P&L (%) | 685.6411 | 477.5967 | 208.0444 | 6079.8247 | 2565.0797 | 3514.7451 |
Avg Daily Profit (%) | 0.3873 | 0.2698 | 0.1175 | 0.2332 | 0.1856 | 0.2028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61640 | -77863 | -47442 | -1979817 | -2590265 | -879382 |
Profit Factor | 1.7415 | 1.9821 | 1.4746 | 1.4371 | 1.3104 | 1.6225 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Profitability (%) | 37.8855 | 35.9649 | 39.823 | 37.8855 | 35.9649 | 39.823 |
Ratio Avg Win / Avg Loss | 2.8552 | 3.529 | 2.2282 | 2.3561 | 2.3331 | 2.4519 |
Largest Winning Trade | 100370 | 100370 | 60898 | 1197741 | 1197741 | 871424 |
Largest Losing Trade | -34022 | -34022 | -24358 | -564529 | -564529 | -344678 |
Avg Bars in Trades | 30 | 33 | 26 | 30 | 33 | 26 |
Avg Bars in Winners | 51 | 54 | 49 | 51 | 54 | 49 |
Avg Bars in Losers | 17 | 22 | 11 | 17 | 22 | 11 |
Bars Traded | 6879 | 3864 | 3014 | 6879 | 3864 | 3014 |
Profit Streak | 39.0004 | 39.0004 | 40.5004 | 39.0004 | 39.0004 | 40.5004 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374559 | 245529 | -37254 | 281482 | 144371 | 278953 |
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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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