Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882639.1998 | 520578.2412 | 362060.9586 | 14502291.5077 | 4563480.3004 | 9938811.2073 |
Total P&L (%) | 882.6392 | 520.5782 | 362.061 | 14502.2915 | 4563.4803 | 9938.8112 |
Avg Daily Profit (%) | 0.4862 | 0.2867 | 0.1994 | 0.2749 | 0.2119 | 0.2542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76803 | -77215 | -54020 | -14491096 | -12351901 | -10039459 |
Profit Factor | 2.3364 | 2.2777 | 2.431 | 1.201 | 1.1161 | 1.3026 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 78 | 31 | 47 | 78 | 31 | 47 |
Losing Trades | 95 | 55 | 40 | 95 | 55 | 40 |
Profitability (%) | 45.0867 | 36.0465 | 54.023 | 45.0867 | 36.0465 | 54.023 |
Ratio Avg Win / Avg Loss | 2.8457 | 4.0412 | 2.0689 | 1.4628 | 1.9802 | 1.1086 |
Largest Winning Trade | 325371 | 325371 | 47622 | 8376205 | 8376205 | 5283299 |
Largest Losing Trade | -32455 | -32455 | -22396 | -5376943 | -2937804 | -5376943 |
Avg Bars in Trades | 61 | 66 | 57 | 61 | 66 | 57 |
Avg Bars in Winners | 87 | 97 | 80 | 87 | 97 | 80 |
Avg Bars in Losers | 41 | 48 | 30 | 41 | 48 | 30 |
Bars Traded | 10704 | 5692 | 5012 | 10704 | 5692 | 5012 |
Profit Streak | 15.4123 | 0 | 16.579 | 15.4123 | 0 | 16.579 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522407 | 265134 | 468784 | 278461 | -89276 | 337478 |
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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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