Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796558.2139 | 545241.2898 | 251316.9241 | 4593278.8577 | 2656381.711 | 1936897.1467 |
Total P&L (%) | 796.5582 | 545.2413 | 251.3169 | 4593.2789 | 2656.3817 | 1936.8971 |
Avg Daily Profit (%) | 0.4189 | 0.2868 | 0.1322 | 0.2026 | 0.1746 | 0.1586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153551 | -120539 | -95422 | -3536574 | -3124495 | -2373651 |
Profit Factor | 1.7702 | 1.9562 | 1.5416 | 1.3055 | 1.2989 | 1.3151 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 50.7177 | 46.6667 | 54.8077 | 50.7177 | 46.6667 | 54.8077 |
Ratio Avg Win / Avg Loss | 1.7201 | 2.2357 | 1.2711 | 1.2685 | 1.4844 | 1.0844 |
Largest Winning Trade | 197883 | 197883 | 52109 | 2688388 | 2688388 | 1463768 |
Largest Losing Trade | -39905 | -33481 | -39905 | -1467042 | -1467042 | -950174 |
Avg Bars in Trades | 54 | 54 | 53 | 54 | 54 | 53 |
Avg Bars in Winners | 72 | 76 | 69 | 72 | 76 | 69 |
Avg Bars in Losers | 34 | 35 | 34 | 34 | 35 | 34 |
Bars Traded | 11287 | 5706 | 5581 | 11287 | 5706 | 5581 |
Profit Streak | 508.8321 | 516.1654 | 508.8321 | 508.8321 | 516.1654 | 508.8321 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568392 | 427825 | -14075 | 385218 | 262307 | 316462 |
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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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