Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1354868.1361 | 1158263.6537 | 196604.4824 | 9553255.7069 | -1229383.4797 | 10782639.1865 |
Total P&L (%) | 1354.8681 | 1158.2637 | 196.6045 | 9553.2557 | -1229.3835 | 10782.6392 |
Avg Daily Profit (%) | 0.5664 | 0.4842 | 0.0822 | 0.1912 | 0 | 0.1962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137301 | -110053 | -132130 | -21342482 | -19418990 | -12402815 |
Profit Factor | 2.1636 | 3.1667 | 1.3122 | 1.1149 | 0.9731 | 1.2877 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 159 | 84 | 75 | 159 | 84 | 75 |
Losing Trades | 178 | 85 | 93 | 178 | 85 | 93 |
Profitability (%) | 47.181 | 49.7041 | 44.6429 | 47.181 | 49.7041 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.4222 | 3.2044 | 1.6271 | 1.2481 | 0.9847 | 1.5967 |
Largest Winning Trade | 591371 | 591371 | 75503 | 8602178 | 8602178 | 7499696 |
Largest Losing Trade | -55886 | -39456 | -55886 | -5169469 | -5169469 | -3090740 |
Avg Bars in Trades | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Winners | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 9417 | 4238 | 5179 | 9417 | 4238 | 5179 |
Profit Streak | 8.6524 | 44.6524 | 8.6524 | 8.6524 | 44.6524 | 8.6524 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 640103 | 671905 | -83046 | -83692 | -578632 | 289310 |
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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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