Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790950.7637 | 415829.3633 | 375121.4003 | 19758270.5257 | 3128608.2746 | 16629662.2511 |
Total P&L (%) | 790.9508 | 415.8294 | 375.1214 | 19758.2705 | 3128.6083 | 16629.6623 |
Avg Daily Profit (%) | 0.4367 | 0.2296 | 0.2071 | 0.2926 | 0.192 | 0.2831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93983 | -85384 | -71369 | -40186901 | -32669696 | -23456077 |
Profit Factor | 1.8679 | 1.8903 | 1.8443 | 1.1052 | 1.0322 | 1.1837 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 164 | 84 | 80 | 164 | 84 | 80 |
Profitability (%) | 39.9267 | 38.2353 | 41.6058 | 39.9267 | 38.2353 | 41.6058 |
Ratio Avg Win / Avg Loss | 2.8104 | 3.0536 | 2.5884 | 1.6629 | 1.6673 | 1.6613 |
Largest Winning Trade | 97913 | 97913 | 50876 | 13776414 | 13776414 | 8072476 |
Largest Losing Trade | -21521 | -21521 | -20805 | -10011514 | -10011514 | -7230407 |
Avg Bars in Trades | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Winners | 117 | 112 | 121 | 117 | 112 | 121 |
Avg Bars in Losers | 53 | 59 | 46 | 53 | 59 | 46 |
Bars Traded | 21484 | 10840 | 10644 | 21484 | 10840 | 10644 |
Profit Streak | 11.0763 | 0 | 12.743 | 11.0763 | 0 | 12.743 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423240 | 240974 | 300181 | -96724 | -180843 | -11461 |
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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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