Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1148818.6386 | 964143.3737 | 184675.2649 | 3048035.2343 | 1137521.0068 | 1910514.2276 |
Total P&L (%) | 1148.8186 | 964.1434 | 184.6753 | 3048.0352 | 1137.521 | 1910.5142 |
Avg Daily Profit (%) | 0.6196 | 0.52 | 0.0996 | 0.1862 | 0.1358 | 0.162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147108 | -122798 | -68080 | -4458058 | -3613406 | -3917005 |
Profit Factor | 2.3853 | 3.1895 | 1.4748 | 1.1145 | 1.0802 | 1.1536 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 107 | 59 | 48 | 107 | 59 | 48 |
Profitability (%) | 47.549 | 42.1569 | 52.9412 | 47.549 | 42.1569 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.6312 | 4.3763 | 1.3109 | 1.2294 | 1.4821 | 1.0255 |
Largest Winning Trade | 820861 | 820861 | 69393 | 3077091 | 3077091 | 947086 |
Largest Losing Trade | -31372 | -23001 | -31372 | -1644292 | -1452751 | -1644292 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 3590 | 1673 | 1917 | 3590 | 1673 | 1917 |
Profit Streak | 11.8518 | 0 | 19.3518 | 11.8518 | 0 | 19.3518 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 618719 | 497311 | -57907 | -85654 | -146741 | -42872 |
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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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