Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723247.3618 | 255271.591 | 467975.7708 | 22882689.4748 | 10224551.6043 | 12658137.8706 |
Total P&L (%) | 723.2474 | 255.2716 | 467.9758 | 22882.6895 | 10224.5516 | 12658.1379 |
Avg Daily Profit (%) | 0.475 | 0.1676 | 0.3073 | 0.3577 | 0.305 | 0.3189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83825 | -57381 | -44979 | -6572484 | -4507054 | -5409600 |
Profit Factor | 1.9062 | 1.5947 | 2.2687 | 1.7693 | 1.7308 | 1.8035 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 155 | 72 | 83 | 155 | 72 | 83 |
Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Profitability (%) | 58.2707 | 54.1353 | 62.406 | 58.2707 | 54.1353 | 62.406 |
Ratio Avg Win / Avg Loss | 1.3651 | 1.3511 | 1.3667 | 1.267 | 1.4663 | 1.0865 |
Largest Winning Trade | 55631 | 55631 | 35104 | 3297529 | 3297529 | 2474374 |
Largest Losing Trade | -27344 | -27344 | -21261 | -3734348 | -2968243 | -3734348 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 5973 | 2889 | 3084 | 5973 | 2889 | 3084 |
Profit Streak | 0 | 0 | 17.2239 | 0 | 0 | 17.2239 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562946 | 354301 | 503997 | 517357 | 421810 | 490250 |
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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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