Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644112.5826 | 362215.36 | 281897.2226 | 3443760.2757 | 2715398.1822 | 728362.0935 |
Total P&L (%) | 644.1126 | 362.2154 | 281.8972 | 3443.7603 | 2715.3982 | 728.3621 |
Avg Daily Profit (%) | 0.6234 | 0.3506 | 0.2728 | 0.3459 | 0.3236 | 0.2048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90821 | -74772 | -51454 | -5068556 | -2356371 | -3597589 |
Profit Factor | 1.822 | 1.7823 | 1.8794 | 1.2866 | 1.3697 | 1.1559 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 55.2239 | 51 | 59.4059 | 55.2239 | 51 | 59.4059 |
Ratio Avg Win / Avg Loss | 1.4773 | 1.7124 | 1.2843 | 1.0432 | 1.316 | 0.7899 |
Largest Winning Trade | 250541 | 250541 | 28259 | 2903829 | 2903829 | 1020395 |
Largest Losing Trade | -35752 | -33456 | -35752 | -1649243 | -1649243 | -1618476 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 3882 | 1923 | 1959 | 3882 | 1923 | 1959 |
Profit Streak | 11.7096 | 16.7096 | 11.7096 | 11.7096 | 16.7096 | 11.7096 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615517 | 467298 | 451451 | 445762 | 370659 | -40759 |
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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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