Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641023.5019 | 424801.1138 | 216222.3881 | 3500189.987 | 1071000.4485 | 2429189.5386 |
Total P&L (%) | 641.0235 | 424.8011 | 216.2224 | 3500.19 | 1071.0004 | 2429.1895 |
Avg Daily Profit (%) | 0.2695 | 0.1786 | 0.0909 | 0.1508 | 0.1035 | 0.1359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114111 | -135659 | -54621 | -3707199 | -2544037 | -2518659 |
Profit Factor | 1.5734 | 1.7551 | 1.3894 | 1.1884 | 1.11 | 1.2749 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 150 | 68 | 82 | 150 | 68 | 82 |
Losing Trades | 243 | 129 | 114 | 243 | 129 | 114 |
Profitability (%) | 38.1679 | 34.5178 | 41.8367 | 38.1679 | 34.5178 | 41.8367 |
Ratio Avg Win / Avg Loss | 2.549 | 3.3295 | 1.9316 | 1.9253 | 2.1057 | 1.7724 |
Largest Winning Trade | 168334 | 168334 | 42553 | 3392654 | 3392654 | 1656603 |
Largest Losing Trade | -24645 | -24645 | -19802 | -1187497 | -571531 | -1187497 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 30 | 37 | 24 | 30 | 37 | 24 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 7061 | 3895 | 3167 | 7061 | 3895 | 3167 |
Profit Streak | 0 | 0 | 139.4869 | 0 | 0 | 139.4869 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332221 | 197942 | -71719 | -6796 | -158101 | -11999 |
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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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