Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649676.0493 | 379745.2916 | 269930.7577 | 5931573.5734 | 5062139.4795 | 869434.0939 |
Total P&L (%) | 649.676 | 379.7453 | 269.9308 | 5931.5736 | 5062.1395 | 869.4341 |
Avg Daily Profit (%) | 0.3871 | 0.2262 | 0.1608 | 0.2445 | 0.2352 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89515 | -118987 | -58426 | -4341756 | -1362802 | -3583693 |
Profit Factor | 1.6122 | 1.7152 | 1.509 | 1.3428 | 1.6243 | 1.0945 |
Total Trades | 369 | 185 | 184 | 369 | 185 | 184 |
Winning Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Losing Trades | 224 | 118 | 106 | 224 | 118 | 106 |
Profitability (%) | 39.2954 | 36.2162 | 42.3913 | 39.2954 | 36.2162 | 42.3913 |
Ratio Avg Win / Avg Loss | 2.4905 | 3.0209 | 2.0507 | 2.0744 | 2.8608 | 1.4875 |
Largest Winning Trade | 83939 | 83939 | 52881 | 2609736 | 2609736 | 2140026 |
Largest Losing Trade | -17799 | -17799 | -16095 | -957431 | -624758 | -957431 |
Avg Bars in Trades | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 9995 | 4868 | 5127 | 9995 | 4868 | 5127 |
Profit Streak | 7.8868 | 31.0535 | 0 | 7.8868 | 31.0535 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410687 | 267363 | 269462 | 309404 | 278818 | -130624 |
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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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