Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634628.4348 | 365177.8931 | 269450.5417 | 4340875.3078 | 2724698.9689 | 1616176.3389 |
Total P&L (%) | 634.6284 | 365.1779 | 269.4505 | 4340.8753 | 2724.699 | 1616.1763 |
Avg Daily Profit (%) | 0.6207 | 0.3571 | 0.2635 | 0.3717 | 0.3273 | 0.2784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111077 | -115774 | -52948 | -402164 | -636639 | -72566 |
Profit Factor | 1.9642 | 1.992 | 1.9289 | 3.4099 | 2.9718 | 4.8533 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 145 | 79 | 66 | 145 | 79 | 66 |
Profitability (%) | 44.8669 | 40.1515 | 49.6183 | 44.8669 | 40.1515 | 49.6183 |
Ratio Avg Win / Avg Loss | 2.4136 | 2.9692 | 1.9586 | 4.1902 | 4.4297 | 4.928 |
Largest Winning Trade | 194528 | 194528 | 41864 | 1816998 | 1816998 | 300299 |
Largest Losing Trade | -34957 | -34957 | -28172 | -277499 | -277499 | -72566 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 32 | 29 | 34 | 32 | 29 | 34 |
Avg Bars in Losers | 13 | 16 | 9 | 13 | 16 | 9 |
Bars Traded | 5758 | 2895 | 2863 | 5758 | 2895 | 2863 |
Profit Streak | 15.4381 | 15.4381 | 47.4381 | 15.4381 | 15.4381 | 47.4381 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579349 | 344704 | 478698 | 603180 | 418590 | 643150 |
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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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