Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002760.1787 | 724257.9333 | 278502.2454 | 4892438.218 | 365014.647 | 4527423.571 |
Total P&L (%) | 1002.7602 | 724.2579 | 278.5022 | 4892.4382 | 365.0146 | 4527.4236 |
Avg Daily Profit (%) | 0.6776 | 0.4894 | 0.1882 | 0.2646 | 0.1039 | 0.2595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93200 | -119943 | -59934 | -5624559 | -4074500 | -2828140 |
Profit Factor | 1.8469 | 2.1452 | 1.5049 | 1.1582 | 1.0213 | 1.3288 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 129 | 54 | 75 | 129 | 54 | 75 |
Losing Trades | 200 | 110 | 90 | 200 | 110 | 90 |
Profitability (%) | 39.2097 | 32.9268 | 45.4545 | 39.2097 | 32.9268 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.8635 | 4.3698 | 1.8059 | 1.7957 | 2.0804 | 1.5946 |
Largest Winning Trade | 537605 | 537605 | 37910 | 2260766 | 2260766 | 1346691 |
Largest Losing Trade | -27955 | -19338 | -27955 | -1013196 | -1013196 | -781917 |
Avg Bars in Trades | 26 | 25 | 28 | 26 | 25 | 28 |
Avg Bars in Winners | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 8814 | 4123 | 4691 | 8814 | 4123 | 4691 |
Profit Streak | 9.8511 | 0 | 13.5178 | 9.8511 | 0 | 13.5178 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507270 | 307211 | 337994 | -38333 | -256329 | 336171 |
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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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