Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587853.6952 | 354121.1115 | 233732.5837 | 7848427.8255 | 5595807.8894 | 2252619.9361 |
Total P&L (%) | 587.8537 | 354.1211 | 233.7326 | 7848.4278 | 5595.8079 | 2252.6199 |
Avg Daily Profit (%) | 0.5643 | 0.34 | 0.2244 | 0.4209 | 0.3888 | 0.3036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43961 | -52780 | -36143 | -3357775 | -1186443 | -3156060 |
Profit Factor | 2.1542 | 2.3433 | 1.9513 | 1.6701 | 1.967 | 1.3801 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 41.7021 | 39.3162 | 44.0678 | 41.7021 | 39.3162 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.0115 | 3.6168 | 2.4767 | 2.3347 | 3.036 | 1.7517 |
Largest Winning Trade | 91158 | 91158 | 37740 | 2835234 | 2835234 | 2128772 |
Largest Losing Trade | -17370 | -17370 | -13036 | -1016089 | -1016089 | -675414 |
Avg Bars in Trades | 105 | 104 | 106 | 105 | 104 | 106 |
Avg Bars in Winners | 182 | 176 | 186 | 182 | 176 | 186 |
Avg Bars in Losers | 50 | 57 | 42 | 50 | 57 | 42 |
Bars Traded | 24734 | 12210 | 12524 | 24734 | 12210 | 12524 |
Profit Streak | 18.9125 | 41.6625 | 18.9125 | 18.9125 | 41.6625 | 18.9125 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515442 | 355290 | 343742 | 437683 | 359183 | 310346 |
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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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