Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737278.2552 | 398280.0539 | 338998.2013 | 8933624.0267 | 2543804.2238 | 6389819.803 |
Total P&L (%) | 737.2783 | 398.2801 | 338.9982 | 8933.624 | 2543.8042 | 6389.8198 |
Avg Daily Profit (%) | 0.4064 | 0.2195 | 0.1869 | 0.2486 | 0.1807 | 0.2303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69061 | -61376 | -88033 | -5937515 | -4681740 | -6347225 |
Profit Factor | 1.8087 | 1.8591 | 1.7566 | 1.2023 | 1.1196 | 1.279 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 109 | 47 | 62 | 109 | 47 | 62 |
Losing Trades | 152 | 83 | 69 | 152 | 83 | 69 |
Profitability (%) | 41.7625 | 36.1538 | 47.3282 | 41.7625 | 36.1538 | 47.3282 |
Ratio Avg Win / Avg Loss | 2.5222 | 3.2831 | 1.9549 | 1.6765 | 1.9772 | 1.4234 |
Largest Winning Trade | 103079 | 103079 | 50844 | 2890657 | 2890657 | 2672725 |
Largest Losing Trade | -29019 | -17023 | -29019 | -1857335 | -1413085 | -1857335 |
Avg Bars in Trades | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Winners | 128 | 142 | 117 | 128 | 142 | 117 |
Avg Bars in Losers | 49 | 54 | 42 | 49 | 54 | 42 |
Bars Traded | 21463 | 11226 | 10237 | 21463 | 11226 | 10237 |
Profit Streak | 34.2968 | 34.3802 | 34.2968 | 34.2968 | 34.3802 | 34.2968 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445967 | 225515 | 364870 | 295395 | -85029 | 271736 |
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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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