Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618437.7903 | 356099.7249 | 262338.0655 | 4995342.5251 | 3730834.1085 | 1264508.4166 |
Total P&L (%) | 618.4378 | 356.0997 | 262.3381 | 4995.3425 | 3730.8341 | 1264.5084 |
Avg Daily Profit (%) | 0.3664 | 0.211 | 0.1554 | 0.2332 | 0.2163 | 0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63860 | -90274 | -71679 | -1711735 | -685561 | -1548045 |
Profit Factor | 1.6524 | 1.7646 | 1.544 | 1.6529 | 2.0731 | 1.3029 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 139 | 60 | 79 | 139 | 60 | 79 |
Losing Trades | 295 | 157 | 138 | 295 | 157 | 138 |
Profitability (%) | 32.0277 | 27.6498 | 36.4055 | 32.0277 | 27.6498 | 36.4055 |
Ratio Avg Win / Avg Loss | 3.5068 | 4.6173 | 2.6971 | 3.5079 | 5.4245 | 2.276 |
Largest Winning Trade | 88840 | 88840 | 53200 | 1318212 | 1318212 | 1008209 |
Largest Losing Trade | -19774 | -14926 | -19774 | -549608 | -456093 | -549608 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 5026 | 2602 | 2424 | 5026 | 2602 | 2424 |
Profit Streak | 9.328 | 0 | 9.6613 | 9.328 | 0 | 9.6613 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317270 | -6217 | 221849 | 276304 | -5160 | 183668 |
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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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