Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638872.6666 | 466528.9624 | 172343.7042 | 5255908.5039 | 1578448.3465 | 3677460.1573 |
Total P&L (%) | 638.8727 | 466.529 | 172.3437 | 5255.9085 | 1578.4483 | 3677.4602 |
Avg Daily Profit (%) | 0.3067 | 0.2239 | 0.0827 | 0.1913 | 0.1355 | 0.1745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72076 | -52104 | -128999 | -6286853 | -2775463 | -3944922 |
Profit Factor | 1.7924 | 2.1001 | 1.451 | 1.2791 | 1.1623 | 1.4038 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 53.8462 | 52.1368 | 55.5556 | 53.8462 | 52.1368 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5364 | 1.9279 | 1.1608 | 1.0964 | 1.0671 | 1.123 |
Largest Winning Trade | 71111 | 71111 | 71106 | 2213894 | 2213894 | 2205327 |
Largest Losing Trade | -38070 | -38070 | -28663 | -2421943 | -1313076 | -2421943 |
Avg Bars in Trades | 104 | 92 | 116 | 104 | 92 | 116 |
Avg Bars in Winners | 110 | 103 | 117 | 110 | 103 | 117 |
Avg Bars in Losers | 98 | 81 | 115 | 98 | 81 | 115 |
Bars Traded | 24502 | 10868 | 13634 | 24502 | 10868 | 13634 |
Profit Streak | 16.2378 | 16.2378 | 22.0711 | 16.2378 | 16.2378 | 22.0711 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545091 | 447438 | -80473 | 385619 | -53105 | 344282 |
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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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