Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538109.605 | 390810.3293 | 147299.2757 | 3472846.3094 | 1399025.1272 | 2073821.1822 |
Total P&L (%) | 538.1096 | 390.8103 | 147.2993 | 3472.8463 | 1399.0251 | 2073.8212 |
Avg Daily Profit (%) | 0.4305 | 0.3126 | 0.1178 | 0.2865 | 0.2168 | 0.2466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115707 | -71530 | -49973 | -4727801 | -3618893 | -1342131 |
Profit Factor | 1.8014 | 2.223 | 1.4186 | 1.3274 | 1.2246 | 1.4737 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 55.5556 | 56.9767 | 54.1176 | 55.5556 | 56.9767 | 54.1176 |
Ratio Avg Win / Avg Loss | 1.4412 | 1.6786 | 1.2027 | 1.0619 | 0.9247 | 1.2494 |
Largest Winning Trade | 43880 | 43880 | 29251 | 1364487 | 1364487 | 716347 |
Largest Losing Trade | -56407 | -56407 | -32156 | -2726059 | -2726059 | -637529 |
Avg Bars in Trades | 21 | 26 | 15 | 21 | 26 | 15 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Losers | 20 | 31 | 10 | 20 | 31 | 10 |
Bars Traded | 3622 | 2306 | 1316 | 3622 | 2306 | 1316 |
Profit Streak | 17.4087 | 17.7421 | 0 | 17.4087 | 17.7421 | 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 | 531919 | 512595 | -34394 | 413639 | 272234 | 362390 |
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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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