Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791219.1452 | 484404.7716 | 306814.3736 | 5080053.9189 | 2457458.4292 | 2622595.4896 |
Total P&L (%) | 791.2191 | 484.4048 | 306.8144 | 5080.0539 | 2457.4584 | 2622.5955 |
Avg Daily Profit (%) | 0.4157 | 0.2545 | 0.1612 | 0.2076 | 0.1704 | 0.1737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -309708 | -213931 | -119705 | -9227574 | -6326502 | -5062376 |
Profit Factor | 1.6568 | 1.7388 | 1.5589 | 1.1674 | 1.144 | 1.1975 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 55.914 | 53.9568 | 57.8571 | 55.914 | 53.9568 | 57.8571 |
Ratio Avg Win / Avg Loss | 1.3063 | 1.4837 | 1.1355 | 0.9205 | 0.9762 | 0.8723 |
Largest Winning Trade | 206222 | 206222 | 41820 | 3499924 | 3499924 | 2772177 |
Largest Losing Trade | -47863 | -47863 | -42236 | -2085088 | -2085088 | -1686058 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3768 | 1900 | 1868 | 3768 | 1900 | 1868 |
Profit Streak | 13.7541 | 0 | 87.7541 | 13.7541 | 0 | 87.7541 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540394 | 391556 | 416209 | -26817 | -55383 | 197475 |
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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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