Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646017.4617 | 402929.1454 | 243088.3163 | 4548083.916 | 2155039.2172 | 2393044.6987 |
Total P&L (%) | 646.0175 | 402.9291 | 243.0883 | 4548.0839 | 2155.0392 | 2393.0447 |
Avg Daily Profit (%) | 0.2716 | 0.1694 | 0.1022 | 0.1615 | 0.1311 | 0.1353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106243 | -105221 | -63214 | -2581409 | -2192004 | -767821 |
Profit Factor | 1.6443 | 1.7926 | 1.4917 | 1.3712 | 1.3295 | 1.419 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 124 | 57 | 67 | 124 | 57 | 67 |
Losing Trades | 214 | 112 | 102 | 214 | 112 | 102 |
Profitability (%) | 36.6864 | 33.7278 | 39.645 | 36.6864 | 33.7278 | 39.645 |
Ratio Avg Win / Avg Loss | 2.8377 | 3.5224 | 2.2709 | 2.3665 | 2.6124 | 2.1603 |
Largest Winning Trade | 160822 | 160822 | 44215 | 2586815 | 2586815 | 1212745 |
Largest Losing Trade | -19574 | -17025 | -19574 | -602410 | -602410 | -436153 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 24 | 25 | 22 | 24 | 25 | 22 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 4558 | 2304 | 2254 | 4558 | 2304 | 2254 |
Profit Streak | 151.9581 | 203.9581 | 0 | 151.9581 | 203.9581 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331407 | 231295 | -57590 | 244134 | -20573 | -13477 |
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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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