Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807620.0837 | 521007.7192 | 286612.3644 | 11591717.6333 | 1448746.9784 | 10142970.6549 |
Total P&L (%) | 807.6201 | 521.0077 | 286.6124 | 11591.7176 | 1448.747 | 10142.9707 |
Avg Daily Profit (%) | 0.4638 | 0.2992 | 0.1646 | 0.2738 | 0.1575 | 0.2662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106122 | -60297 | -55315 | -11482835 | -8023384 | -4421579 |
Profit Factor | 2.2551 | 2.4889 | 1.9764 | 1.3156 | 1.0687 | 1.6489 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 57.6642 | 55.8824 | 59.4203 | 57.6642 | 55.8824 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.6557 | 1.9649 | 1.3498 | 0.9658 | 0.8437 | 1.1261 |
Largest Winning Trade | 215655 | 215655 | 56139 | 4596517 | 4596517 | 3622503 |
Largest Losing Trade | -33916 | -33916 | -32695 | -4863445 | -4863445 | -2820333 |
Avg Bars in Trades | 150 | 127 | 173 | 150 | 127 | 173 |
Avg Bars in Winners | 150 | 108 | 188 | 150 | 108 | 188 |
Avg Bars in Losers | 150 | 150 | 151 | 150 | 150 | 151 |
Bars Traded | 20600 | 8641 | 11959 | 20600 | 8641 | 11959 |
Profit Streak | 52.2987 | 52.2987 | 72.8821 | 52.2987 | 52.2987 | 72.8821 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624661 | -94225 | -89530 | 358112 | -246857 | -88877 |
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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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