Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884603.2418 | 567110.486 | 317492.7558 | 10883317.1964 | 1494868.7787 | 9388448.4178 |
Total P&L (%) | 884.6032 | 567.1105 | 317.4928 | 10883.3172 | 1494.8688 | 9388.4484 |
Avg Daily Profit (%) | 0.5985 | 0.3837 | 0.2148 | 0.3184 | 0.1875 | 0.3085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88399 | -98822 | -61594 | -15304591 | -12615844 | -5993632 |
Profit Factor | 1.8456 | 2.0114 | 1.654 | 1.1635 | 1.0409 | 1.3133 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 111 | 45 | 66 | 111 | 45 | 66 |
Losing Trades | 184 | 102 | 82 | 184 | 102 | 82 |
Profitability (%) | 37.6271 | 30.6122 | 44.5946 | 37.6271 | 30.6122 | 44.5946 |
Ratio Avg Win / Avg Loss | 3.0593 | 4.5593 | 2.0549 | 1.9288 | 2.3593 | 1.6317 |
Largest Winning Trade | 282780 | 282780 | 39914 | 5808038 | 5808038 | 4996026 |
Largest Losing Trade | -21400 | -21400 | -21331 | -3076295 | -2701481 | -3076295 |
Avg Bars in Trades | 59 | 61 | 56 | 59 | 61 | 56 |
Avg Bars in Winners | 95 | 100 | 91 | 95 | 100 | 91 |
Avg Bars in Losers | 37 | 43 | 29 | 37 | 43 | 29 |
Bars Traded | 17440 | 9010 | 8430 | 17440 | 9010 | 8430 |
Profit Streak | 10.2872 | 0 | 11.7039 | 10.2872 | 0 | 11.7039 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444022 | 206118 | 332787 | -33082 | -174239 | 309791 |
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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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