Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684092.9249 | 414983.8748 | 269109.0501 | 7705725.9367 | 5926945.1483 | 1778780.7884 |
Total P&L (%) | 684.0929 | 414.9839 | 269.1091 | 7705.7259 | 5926.9451 | 1778.7808 |
Avg Daily Profit (%) | 0.4063 | 0.2465 | 0.1598 | 0.2592 | 0.2438 | 0.1744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117600 | -86576 | -67094 | -5428215 | -1798597 | -4704013 |
Profit Factor | 1.6252 | 1.7664 | 1.4869 | 1.423 | 1.6955 | 1.1834 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 169 | 79 | 90 | 169 | 79 | 90 |
Losing Trades | 323 | 167 | 156 | 323 | 167 | 156 |
Profitability (%) | 34.3496 | 32.1138 | 36.5854 | 34.3496 | 32.1138 | 36.5854 |
Ratio Avg Win / Avg Loss | 3.1062 | 3.7341 | 2.5773 | 2.7196 | 3.5842 | 2.0513 |
Largest Winning Trade | 84288 | 84288 | 58744 | 3864168 | 3864168 | 2739336 |
Largest Losing Trade | -22444 | -15094 | -22444 | -1081353 | -1081353 | -729388 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 78 | 83 | 74 | 78 | 83 | 74 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 19933 | 10379 | 9554 | 19933 | 10379 | 9554 |
Profit Streak | 0 | 0 | 13.1521 | 0 | 0 | 13.1521 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337068 | 185175 | 206511 | 251080 | 194407 | -13701 |
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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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