Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134972.8417 | 924117.2106 | 210855.6312 | 5942624.9686 | 4024405.4693 | 1918219.4993 |
Total P&L (%) | 1134.9728 | 924.1172 | 210.8556 | 5942.625 | 4024.4055 | 1918.2195 |
Avg Daily Profit (%) | 0.4887 | 0.3979 | 0.0908 | 0.1767 | 0.1603 | 0.1295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90780 | -91157 | -169206 | -11746749 | -10039083 | -4830733 |
Profit Factor | 1.9636 | 2.5921 | 1.353 | 1.1519 | 1.1851 | 1.1105 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 176 | 92 | 84 | 176 | 92 | 84 |
Profitability (%) | 32.0463 | 28.6822 | 35.3846 | 32.0463 | 28.6822 | 35.3846 |
Ratio Avg Win / Avg Loss | 4.1639 | 6.4451 | 2.4707 | 2.4427 | 2.9467 | 2.0278 |
Largest Winning Trade | 478235 | 478235 | 58973 | 9308416 | 9308416 | 2746745 |
Largest Losing Trade | -38919 | -21138 | -38919 | -2255153 | -2255153 | -1891007 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 56 | 55 | 57 | 56 | 55 | 57 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 6907 | 3176 | 3731 | 6907 | 3176 | 3731 |
Profit Streak | 20.0906 | 0 | 30.7573 | 20.0906 | 0 | 30.7573 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339871 | 41458 | -75319 | -49227 | -21652 | -122766 |
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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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