Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631390.4809 | 363663.0912 | 267727.3898 | 6053982.9672 | 4829483.2238 | 1224499.7434 |
Total P&L (%) | 631.3905 | 363.6631 | 267.7274 | 6053.983 | 4829.4832 | 1224.4997 |
Avg Daily Profit (%) | 0.3751 | 0.216 | 0.1591 | 0.245 | 0.2318 | 0.1536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55054 | -64330 | -45859 | -4319415 | -1442002 | -3361937 |
Profit Factor | 1.6652 | 1.808 | 1.5365 | 1.4435 | 1.8345 | 1.1557 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 144 | 65 | 79 | 144 | 65 | 79 |
Losing Trades | 224 | 119 | 105 | 224 | 119 | 105 |
Profitability (%) | 39.1304 | 35.3261 | 42.9348 | 39.1304 | 35.3261 | 42.9348 |
Ratio Avg Win / Avg Loss | 2.5904 | 3.31 | 2.0422 | 2.2455 | 3.3586 | 1.5361 |
Largest Winning Trade | 88582 | 88582 | 54293 | 2426714 | 2426714 | 1805881 |
Largest Losing Trade | -23519 | -15101 | -23519 | -668939 | -538351 | -668939 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 6691 | 3399 | 3292 | 6691 | 3399 | 3292 |
Profit Streak | 12.4099 | 35.1599 | 12.4099 | 12.4099 | 35.1599 | 12.4099 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422892 | 257722 | 304798 | 343919 | 279424 | -41904 |
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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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