Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645168.0928 | 426289.6198 | 218878.473 | 3708614.88 | 1025015.6845 | 2683599.1955 |
Total P&L (%) | 645.1681 | 426.2896 | 218.8785 | 3708.6149 | 1025.0157 | 2683.5992 |
Avg Daily Profit (%) | 0.2712 | 0.1792 | 0.092 | 0.1531 | 0.1018 | 0.1399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115680 | -134221 | -58316 | -3382692 | -2763527 | -2278424 |
Profit Factor | 1.5945 | 1.7782 | 1.4072 | 1.191 | 1.0988 | 1.2967 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 145 | 64 | 81 | 145 | 64 | 81 |
Losing Trades | 226 | 122 | 104 | 226 | 122 | 104 |
Profitability (%) | 39.0836 | 34.4086 | 43.7838 | 39.0836 | 34.4086 | 43.7838 |
Ratio Avg Win / Avg Loss | 2.4852 | 3.3897 | 1.8068 | 1.8564 | 2.0947 | 1.6649 |
Largest Winning Trade | 168334 | 168334 | 43506 | 3572688 | 3572688 | 1496241 |
Largest Losing Trade | -24645 | -24645 | -19802 | -1137210 | -822078 | -1137210 |
Avg Bars in Trades | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Winners | 31 | 38 | 26 | 31 | 38 | 26 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 7048 | 3867 | 3181 | 7048 | 3867 | 3181 |
Profit Streak | 0 | 0 | 141.4983 | 0 | 0 | 141.4983 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346071 | 196146 | -69422 | -3680 | -172701 | -5785 |
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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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