Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797892.6532 | 543750.7875 | 254141.8657 | 9554065.5791 | 1211758.9226 | 8342306.6565 |
Total P&L (%) | 797.8927 | 543.7508 | 254.1419 | 9554.0656 | 1211.7589 | 8342.3067 |
Avg Daily Profit (%) | 0.4473 | 0.3048 | 0.1425 | 0.2565 | 0.1444 | 0.249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101870 | -80134 | -118374 | -6973026 | -5085870 | -4692514 |
Profit Factor | 1.6509 | 1.869 | 1.4235 | 1.3663 | 1.089 | 1.6688 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 172 | 82 | 90 | 172 | 82 | 90 |
Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Profitability (%) | 57.9125 | 55.4054 | 60.4027 | 57.9125 | 55.4054 | 60.4027 |
Ratio Avg Win / Avg Loss | 1.1998 | 1.5043 | 0.9332 | 0.9929 | 0.8765 | 1.094 |
Largest Winning Trade | 104656 | 104656 | 42476 | 3005312 | 1741661 | 3005312 |
Largest Losing Trade | -50541 | -39649 | -50541 | -2349087 | -2046589 | -2349087 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5198 | 2638 | 2560 | 5198 | 2638 | 2560 |
Profit Streak | 23.8804 | 41.2138 | 23.8804 | 23.8804 | 41.2138 | 23.8804 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595075 | 530010 | -1158 | 421416 | -121856 | 468170 |
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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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