Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738322.9675 | 444588.0804 | 293734.8871 | 4222619.0623 | 485173.7308 | 3737445.3316 |
Total P&L (%) | 738.323 | 444.5881 | 293.7349 | 4222.6191 | 485.1737 | 3737.4453 |
Avg Daily Profit (%) | 0.4062 | 0.2446 | 0.1616 | 0.2074 | 0.0972 | 0.2008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75099 | -77843 | -37484 | -3094115 | -3110394 | -1061220 |
Profit Factor | 2.2329 | 2.2561 | 2.1994 | 1.3159 | 1.0622 | 1.6721 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 56 | 19 | 37 | 56 | 19 | 37 |
Losing Trades | 81 | 49 | 32 | 81 | 49 | 32 |
Profitability (%) | 40.8759 | 27.9412 | 53.6232 | 40.8759 | 27.9412 | 53.6232 |
Ratio Avg Win / Avg Loss | 3.2298 | 5.8184 | 1.9022 | 1.9034 | 2.7392 | 1.4462 |
Largest Winning Trade | 302630 | 302630 | 55841 | 2204708 | 2204708 | 1043315 |
Largest Losing Trade | -33164 | -33164 | -24929 | -763025 | -527022 | -763025 |
Avg Bars in Trades | 157 | 138 | 175 | 157 | 138 | 175 |
Avg Bars in Winners | 250 | 261 | 244 | 250 | 261 | 244 |
Avg Bars in Losers | 92 | 91 | 94 | 92 | 91 | 94 |
Bars Traded | 21530 | 9451 | 12079 | 21530 | 9451 | 12079 |
Profit Streak | 50.1549 | 50.1549 | 59.4049 | 50.1549 | 50.1549 | 59.4049 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442090 | -113448 | -88755 | 274462 | -339953 | -90131 |
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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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