Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436832.9445 | 1275693.5209 | 161139.4237 | 1374001.9294 | 1064689.7386 | 309312.1908 |
Total P&L (%) | 1436.8329 | 1275.6935 | 161.1394 | 1374.0019 | 1064.6897 | 309.3122 |
Avg Daily Profit (%) | 0.6015 | 0.534 | 0.0675 | 0.1127 | 0.1028 | 0.059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147170 | -96863 | -63138 | -5293916 | -3989106 | -1983455 |
Profit Factor | 2.5657 | 3.3726 | 1.424 | 1.0675 | 1.091 | 1.0357 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 43.9024 | 36.5854 | 51.2195 | 43.9024 | 36.5854 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.2784 | 5.8459 | 1.3562 | 1.364 | 1.8911 | 0.9864 |
Largest Winning Trade | 872264 | 872264 | 59860 | 2256512 | 2256512 | 2046478 |
Largest Losing Trade | -47003 | -47003 | -30367 | -1388452 | -1388452 | -798512 |
Avg Bars in Trades | 56 | 56 | 56 | 56 | 56 | 56 |
Avg Bars in Winners | 86 | 104 | 74 | 86 | 104 | 74 |
Avg Bars in Losers | 33 | 29 | 38 | 33 | 29 | 38 |
Bars Traded | 9325 | 4672 | 4653 | 9325 | 4672 | 4653 |
Profit Streak | 3.5445 | 14.2945 | 3.5445 | 3.5445 | 14.2945 | 3.5445 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527941 | 297376 | -106960 | -190141 | -183645 | -302017 |
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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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