Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073183.8674 | 952254.1834 | 120929.6839 | 1410386.2936 | 270585.7876 | 1139800.506 |
Total P&L (%) | 1073.1839 | 952.2542 | 120.9297 | 1410.3863 | 270.5858 | 1139.8005 |
Avg Daily Profit (%) | 0.4618 | 0.4097 | 0.052 | 0.1169 | 0.0564 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170996 | -113594 | -193133 | -5378062 | -4405724 | -2974205 |
Profit Factor | 1.9417 | 2.5518 | 1.2299 | 1.0917 | 1.0304 | 1.1756 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 35.1648 | 31.8681 | 38.4615 | 35.1648 | 31.8681 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.5799 | 5.4555 | 1.9678 | 2.0128 | 2.203 | 1.8809 |
Largest Winning Trade | 517119 | 517119 | 64277 | 3716733 | 3716733 | 1278981 |
Largest Losing Trade | -37083 | -37083 | -27821 | -966621 | -966621 | -734441 |
Avg Bars in Trades | 24 | 24 | 25 | 24 | 24 | 25 |
Avg Bars in Winners | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 4497 | 2219 | 2278 | 4497 | 2219 | 2278 |
Profit Streak | 20.5999 | 0 | 23.0999 | 20.5999 | 0 | 23.0999 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359202 | 273992 | -126633 | -159072 | -310652 | -78116 |
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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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