Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663678.1983 | 441392.1875 | 222286.0107 | 3407689.3402 | 1833602.8421 | 1574086.4981 |
Total P&L (%) | 663.6782 | 441.3922 | 222.286 | 3407.6893 | 1833.6028 | 1574.0865 |
Avg Daily Profit (%) | 0.3186 | 0.2119 | 0.1067 | 0.1709 | 0.1423 | 0.1353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126574 | -115878 | -41348 | -5624814 | -3884093 | -2202975 |
Profit Factor | 1.7505 | 1.9666 | 1.5197 | 1.1281 | 1.1359 | 1.12 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 135 | 73 | 62 | 135 | 73 | 62 |
Profitability (%) | 36.9159 | 31.7757 | 42.0561 | 36.9159 | 31.7757 | 42.0561 |
Ratio Avg Win / Avg Loss | 2.9913 | 4.2224 | 2.0938 | 1.9277 | 2.4389 | 1.5431 |
Largest Winning Trade | 119019 | 119019 | 46946 | 2510070 | 2510070 | 1438307 |
Largest Losing Trade | -21516 | -18087 | -21516 | -819884 | -796210 | -819884 |
Avg Bars in Trades | 115 | 106 | 125 | 115 | 106 | 125 |
Avg Bars in Winners | 201 | 220 | 188 | 201 | 220 | 188 |
Avg Bars in Losers | 65 | 53 | 79 | 65 | 53 | 79 |
Bars Traded | 24787 | 11407 | 13380 | 24787 | 11407 | 13380 |
Profit Streak | 31.4372 | 0 | 35.1872 | 31.4372 | 0 | 35.1872 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321910 | 147663 | -50822 | -74161 | -79937 | -102140 |
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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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