Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925722.5691 | 699701.9544 | 226020.6147 | 12716620.0944 | 9498105.8397 | 3218514.2548 |
Total P&L (%) | 925.7226 | 699.702 | 226.0206 | 12716.6201 | 9498.1058 | 3218.5143 |
Avg Daily Profit (%) | 0.496 | 0.3749 | 0.1211 | 0.2604 | 0.2448 | 0.1878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124956 | -89125 | -109910 | -18944458 | -13112721 | -11712198 |
Profit Factor | 1.7265 | 2.0731 | 1.3633 | 1.1588 | 1.2099 | 1.0924 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 190 | 97 | 93 | 190 | 97 | 93 |
Losing Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Profitability (%) | 59.0062 | 60.2484 | 57.764 | 59.0062 | 60.2484 | 57.764 |
Ratio Avg Win / Avg Loss | 1.1995 | 1.3678 | 0.9968 | 0.8051 | 0.7983 | 0.7987 |
Largest Winning Trade | 120684 | 120684 | 38465 | 4322554 | 3408500 | 4322554 |
Largest Losing Trade | -62497 | -39776 | -62497 | -5535538 | -5535538 | -5098794 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Losers | 34 | 38 | 30 | 34 | 38 | 30 |
Bars Traded | 10803 | 5937 | 4865 | 10803 | 5937 | 4865 |
Profit Streak | 19.8198 | 25.3198 | 19.8198 | 19.8198 | 25.3198 | 19.8198 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 617189 | 555962 | -30185 | -34539 | 337265 | -110254 |
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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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