Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662130.4843 | 386308.5727 | 275821.9116 | 7693434.8334 | 10184155.305 | -2490720.4715 |
Total P&L (%) | 662.1305 | 386.3086 | 275.8219 | 7693.4348 | 10184.1553 | -2490.7205 |
Avg Daily Profit (%) | 0.3928 | 0.2292 | 0.1636 | 0.2588 | 0.2753 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129184 | -97014 | -84901 | -22910841 | -8867507 | -17089703 |
Profit Factor | 1.7382 | 1.8832 | 1.6002 | 1.2027 | 1.5998 | 0.8813 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 45.6446 | 43.75 | 47.5524 | 45.6446 | 43.75 | 47.5524 |
Ratio Avg Win / Avg Loss | 2.0699 | 2.4213 | 1.7649 | 1.4322 | 2.0569 | 0.972 |
Largest Winning Trade | 88859 | 88859 | 57120 | 8323002 | 8323002 | 6443242 |
Largest Losing Trade | -21744 | -18672 | -21744 | -5981771 | -4555284 | -5981771 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 3330 | 1582 | 1748 | 3330 | 1582 | 1748 |
Profit Streak | 13.6149 | 36.6149 | 0 | 13.6149 | 36.6149 | 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 | 492015 | 363961 | 341624 | 313745 | 373415 | -581627 |
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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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