Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770993.6509 | 520143.1621 | 250850.4889 | 3752396.5892 | 1242277.4424 | 2510119.1468 |
Total P&L (%) | 770.9937 | 520.1432 | 250.8505 | 3752.3966 | 1242.2774 | 2510.1191 |
Avg Daily Profit (%) | 0.4389 | 0.2961 | 0.1428 | 0.2081 | 0.1479 | 0.1859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105317 | -80837 | -51255 | -9168451 | -5506248 | -4960397 |
Profit Factor | 2.1972 | 2.5583 | 1.8087 | 1.1276 | 1.091 | 1.1593 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 89 | 34 | 55 | 89 | 34 | 55 |
Losing Trades | 79 | 50 | 29 | 79 | 50 | 29 |
Profitability (%) | 52.9762 | 40.4762 | 65.4762 | 52.9762 | 40.4762 | 65.4762 |
Ratio Avg Win / Avg Loss | 1.9504 | 3.7622 | 0.9537 | 1.0009 | 1.6044 | 0.6113 |
Largest Winning Trade | 341194 | 341194 | 52017 | 4498626 | 4498626 | 4115869 |
Largest Losing Trade | -34150 | -21509 | -34150 | -3245357 | -1599021 | -3245357 |
Avg Bars in Trades | 30 | 20 | 40 | 30 | 20 | 40 |
Avg Bars in Winners | 39 | 30 | 45 | 39 | 30 | 45 |
Avg Bars in Losers | 20 | 14 | 31 | 20 | 14 | 31 |
Bars Traded | 5159 | 1730 | 3429 | 5159 | 1730 | 3429 |
Profit Streak | 16.1385 | 0 | 26.1385 | 16.1385 | 0 | 26.1385 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579713 | 359333 | 26716 | -70245 | -118232 | -36558 |
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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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