Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577904.5818 | 219402.2566 | 358502.3252 | 6653069.8826 | 3331449.9485 | 3321619.9341 |
Total P&L (%) | 577.9046 | 219.4023 | 358.5023 | 6653.0699 | 3331.4499 | 3321.6199 |
Avg Daily Profit (%) | 0.3882 | 0.1474 | 0.2408 | 0.2834 | 0.2378 | 0.2376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108378 | -38116 | -93664 | -2193817 | -1317216 | -1204230 |
Profit Factor | 2.1578 | 1.8751 | 2.4431 | 2.0365 | 1.9821 | 2.0974 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 58.4906 | 55.6962 | 61.25 | 58.4906 | 55.6962 | 61.25 |
Ratio Avg Win / Avg Loss | 1.5314 | 1.4916 | 1.5456 | 1.4452 | 1.5767 | 1.3269 |
Largest Winning Trade | 57368 | 44702 | 57368 | 1535881 | 1535881 | 981134 |
Largest Losing Trade | -33902 | -31671 | -33902 | -1204230 | -701532 | -1204230 |
Avg Bars in Trades | 54 | 37 | 70 | 54 | 37 | 70 |
Avg Bars in Winners | 57 | 29 | 83 | 57 | 29 | 83 |
Avg Bars in Losers | 48 | 46 | 51 | 48 | 46 | 51 |
Bars Traded | 8597 | 2934 | 5663 | 8597 | 2934 | 5663 |
Profit Streak | 79.1572 | 91.9906 | 79.1572 | 79.1572 | 91.9906 | 79.1572 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619005 | -18709 | -3727 | 538320 | -12733 | -5117 |
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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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