Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893584.3584 | 651307.7391 | 242276.6193 | 2461884.4506 | 191392.1741 | 2270492.2765 |
Total P&L (%) | 893.5844 | 651.3077 | 242.2766 | 2461.8845 | 191.3922 | 2270.4923 |
Avg Daily Profit (%) | 0.6023 | 0.439 | 0.1633 | 0.2189 | 0.0721 | 0.2136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128424 | -95671 | -54218 | -7890629 | -6359593 | -1802126 |
Profit Factor | 1.9488 | 2.2874 | 1.5558 | 1.1055 | 1.014 | 1.2354 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 91 | 36 | 55 | 91 | 36 | 55 |
Losing Trades | 162 | 90 | 72 | 162 | 90 | 72 |
Profitability (%) | 35.9684 | 28.5714 | 43.3071 | 35.9684 | 28.5714 | 43.3071 |
Ratio Avg Win / Avg Loss | 3.4692 | 5.7185 | 2.0367 | 1.9681 | 2.535 | 1.6173 |
Largest Winning Trade | 513415 | 513415 | 38299 | 3369526 | 3369526 | 1353533 |
Largest Losing Trade | -27521 | -21418 | -27521 | -1190822 | -1190822 | -542702 |
Avg Bars in Trades | 34 | 27 | 41 | 34 | 27 | 41 |
Avg Bars in Winners | 66 | 59 | 71 | 66 | 59 | 71 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 8806 | 3504 | 5302 | 8806 | 3504 | 5302 |
Profit Streak | 14.7706 | 0 | 17.6039 | 14.7706 | 0 | 17.6039 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418806 | 15106 | 281257 | -98673 | -314694 | 241260 |
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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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