Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655013.9798 | 477534.5109 | 177479.4689 | 3481136.061 | 571818.8359 | 2909317.2251 |
Total P&L (%) | 655.014 | 477.5345 | 177.4795 | 3481.1361 | 571.8188 | 2909.3172 |
Avg Daily Profit (%) | 0.3538 | 0.258 | 0.0959 | 0.1935 | 0.103 | 0.1841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83190 | -82121 | -99951 | -4533468 | -3965113 | -3897679 |
Profit Factor | 1.5073 | 1.7619 | 1.2671 | 1.0753 | 1.0242 | 1.1287 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 174 | 83 | 91 | 174 | 83 | 91 |
Losing Trades | 254 | 131 | 123 | 254 | 131 | 123 |
Profitability (%) | 40.6542 | 38.785 | 42.5234 | 40.6542 | 38.785 | 42.5234 |
Ratio Avg Win / Avg Loss | 2.2003 | 2.7808 | 1.7127 | 1.5697 | 1.6165 | 1.5256 |
Largest Winning Trade | 153838 | 153838 | 43022 | 2386130 | 2386130 | 1161764 |
Largest Losing Trade | -29090 | -19372 | -29090 | -1336253 | -932202 | -1336253 |
Avg Bars in Trades | 51 | 47 | 56 | 51 | 47 | 56 |
Avg Bars in Winners | 73 | 63 | 83 | 73 | 63 | 83 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 22119 | 10063 | 12056 | 22119 | 10063 | 12056 |
Profit Streak | 6.7203 | 6.7203 | 8.2203 | 6.7203 | 6.7203 | 8.2203 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431662 | 300519 | -65195 | -128449 | -251029 | -71199 |
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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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