Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227757.8878 | 204251.5005 | 23506.3872 | 4566574.7285 | 801591.6441 | 3764983.0844 |
Total P&L (%) | 227.7579 | 204.2515 | 23.5064 | 4566.5747 | 801.5916 | 3764.9831 |
Avg Daily Profit (%) | 0.121 | 0.1085 | 0.0125 | 0.2043 | 0.1168 | 0.1943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186116 | -29959 | -140434 | -1916482 | -599091 | -1195590 |
Profit Factor | 1.4738 | 3.1714 | 1.0608 | 2.5268 | 1.6208 | 3.2151 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 98 | 46 | 52 | 50 | 27 | 23 |
Losing Trades | 17 | 12 | 5 | 65 | 31 | 34 |
Profitability (%) | 85.2174 | 79.3103 | 91.2281 | 43.4783 | 46.5517 | 40.3509 |
Ratio Avg Win / Avg Loss | 0.2557 | 0.8273 | 0.102 | 3.2848 | 1.8609 | 4.7527 |
Largest Winning Trade | 36426 | 36426 | 24492 | 2523938 | 390004 | 2523938 |
Largest Losing Trade | -186116 | -29959 | -186116 | -268062 | -268062 | -262419 |
Avg Bars in Trades | 31 | 8 | 54 | 31 | 8 | 54 |
Avg Bars in Winners | 20 | 4 | 33 | 39 | 9 | 75 |
Avg Bars in Losers | 94 | 23 | 266 | 24 | 7 | 40 |
Bars Traded | 3571 | 475 | 3096 | 3571 | 475 | 3096 |
Profit Streak | 100.4736 | 100.4736 | 532.4736 | 100.4736 | 100.4736 | 532.4736 |
Trades During Streak | 4 | 2 | 19 | 4 | 2 | 19 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25678 | -219915 | -509537 | 434028 | -213682 | -168113 |
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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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