Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525891.4726 | 195240.3321 | 330651.1405 | 2328696.6184 | 1326625.1458 | 1002071.4726 |
Total P&L (%) | 525.8915 | 195.2403 | 330.6511 | 2328.6966 | 1326.6251 | 1002.0715 |
Avg Daily Profit (%) | 0.3527 | 0.1309 | 0.2217 | 0.2142 | 0.1784 | 0.1611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146907 | -83789 | -111477 | -1358021 | -622891 | -1076143 |
Profit Factor | 1.6203 | 1.4907 | 1.7351 | 1.3692 | 1.5056 | 1.2721 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 60.5505 | 57.7982 | 63.3028 | 60.5505 | 57.7982 | 63.3028 |
Ratio Avg Win / Avg Loss | 1.0557 | 1.0884 | 1.0058 | 0.8921 | 1.0993 | 0.7375 |
Largest Winning Trade | 76518 | 76518 | 44932 | 359424 | 359424 | 351614 |
Largest Losing Trade | -36606 | -23426 | -36606 | -614933 | -253978 | -614933 |
Avg Bars in Trades | 39 | 29 | 49 | 39 | 29 | 49 |
Avg Bars in Winners | 34 | 21 | 46 | 34 | 21 | 46 |
Avg Bars in Losers | 47 | 40 | 55 | 47 | 40 | 55 |
Bars Traded | 8633 | 3205 | 5428 | 8633 | 3205 | 5428 |
Profit Streak | 29.9554 | 44.9554 | 29.9554 | 29.9554 | 44.9554 | 29.9554 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551117 | -14538 | 448140 | 396317 | 418953 | 302950 |
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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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