Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603813.8947 | 364770.9048 | 239042.9899 | 3507490.9856 | 2706386.7137 | 801104.2719 |
Total P&L (%) | 603.8139 | 364.7709 | 239.043 | 3507.491 | 2706.3867 | 801.1043 |
Avg Daily Profit (%) | 0.358 | 0.2163 | 0.1417 | 0.2128 | 0.1979 | 0.1304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161701 | -98588 | -91885 | -2769486 | -1265722 | -2343904 |
Profit Factor | 1.5622 | 1.6429 | 1.4718 | 1.3081 | 1.4547 | 1.1475 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 146 | 67 | 79 | 146 | 67 | 79 |
Losing Trades | 203 | 107 | 96 | 203 | 107 | 96 |
Profitability (%) | 41.8338 | 38.5057 | 45.1429 | 41.8338 | 38.5057 | 45.1429 |
Ratio Avg Win / Avg Loss | 2.1721 | 2.6238 | 1.7885 | 1.8188 | 2.3232 | 1.3944 |
Largest Winning Trade | 91196 | 91196 | 44609 | 1787481 | 1787481 | 1070363 |
Largest Losing Trade | -23741 | -21922 | -23741 | -912387 | -912387 | -818992 |
Avg Bars in Trades | 57 | 60 | 53 | 57 | 60 | 53 |
Avg Bars in Winners | 86 | 95 | 78 | 86 | 95 | 78 |
Avg Bars in Losers | 35 | 39 | 32 | 35 | 39 | 32 |
Bars Traded | 19958 | 10601 | 9357 | 19958 | 10601 | 9357 |
Profit Streak | 15.1399 | 38.3066 | 15.1399 | 15.1399 | 38.3066 | 15.1399 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428644 | 278850 | -2518 | 328073 | 253246 | -77690 |
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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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