Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724700.3028 | 491646.1278 | 233054.1751 | 4417310.5858 | 1440381.1211 | 2976929.4646 |
Total P&L (%) | 724.7003 | 491.6461 | 233.0542 | 4417.3106 | 1440.3811 | 2976.9295 |
Avg Daily Profit (%) | 0.3921 | 0.266 | 0.1261 | 0.2064 | 0.1481 | 0.1856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103308 | -113796 | -82064 | -2651465 | -3425978 | -1472522 |
Profit Factor | 1.6938 | 1.8657 | 1.489 | 1.2093 | 1.11 | 1.3716 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 57.0796 | 54.8673 | 59.292 | 57.0796 | 54.8673 | 59.292 |
Ratio Avg Win / Avg Loss | 1.2737 | 1.5347 | 1.0223 | 0.9093 | 0.9131 | 0.9417 |
Largest Winning Trade | 106638 | 106638 | 46178 | 2520456 | 2520456 | 569573 |
Largest Losing Trade | -46996 | -31635 | -46996 | -1320405 | -1320405 | -779513 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 24 | 23 | 24 | 24 | 23 | 24 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 5489 | 2729 | 2760 | 5489 | 2729 | 2760 |
Profit Streak | 16.2962 | 24.6296 | 0 | 16.2962 | 24.6296 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530339 | 465303 | -22220 | 320731 | -94949 | 287924 |
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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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