Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738909.2284 | 437518.2813 | 301390.947 | 14014167.5753 | 11373434.827 | 2640732.7483 |
Total P&L (%) | 738.9092 | 437.5183 | 301.3909 | 14014.1676 | 11373.4348 | 2640.7327 |
Avg Daily Profit (%) | 0.4402 | 0.2607 | 0.1796 | 0.2953 | 0.283 | 0.1974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177514 | -108767 | -88072 | -7259328 | -2962188 | -5056462 |
Profit Factor | 1.6356 | 1.7663 | 1.5095 | 1.5616 | 2.0248 | 1.1906 |
Total Trades | 530 | 265 | 265 | 530 | 265 | 265 |
Winning Trades | 182 | 86 | 96 | 182 | 86 | 96 |
Losing Trades | 348 | 179 | 169 | 348 | 179 | 169 |
Profitability (%) | 34.3396 | 32.4528 | 36.2264 | 34.3396 | 32.4528 | 36.2264 |
Ratio Avg Win / Avg Loss | 3.1274 | 3.6763 | 2.6573 | 2.9859 | 4.2144 | 2.0959 |
Largest Winning Trade | 84913 | 84913 | 43298 | 4347424 | 4347424 | 3057502 |
Largest Losing Trade | -19790 | -17071 | -19790 | -1783291 | -1496017 | -1783291 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 6 | 6 | 5 | 6 | 6 | 5 |
Bars Traded | 6642 | 3325 | 3317 | 6642 | 3325 | 3317 |
Profit Streak | 9.0613 | 9.3113 | 0 | 9.0613 | 9.3113 | 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 | 389259 | 231838 | 204246 | 333750 | 271656 | -6021 |
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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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