Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783482.3513 | 536295.1942 | 247187.1572 | 7469537.0417 | 2111974.2429 | 5357562.7987 |
Total P&L (%) | 783.4824 | 536.2952 | 247.1872 | 7469.537 | 2111.9742 | 5357.5628 |
Avg Daily Profit (%) | 0.4119 | 0.2819 | 0.1299 | 0.2277 | 0.1629 | 0.2105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98727 | -126992 | -76673 | -4459079 | -5082708 | -2357515 |
Profit Factor | 1.9264 | 2.1869 | 1.6275 | 1.301 | 1.1449 | 1.5231 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Profitability (%) | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.3024 | 3.749 | 2.7901 | 2.2303 | 1.9628 | 2.611 |
Largest Winning Trade | 191267 | 191267 | 53676 | 3871549 | 3871549 | 2681145 |
Largest Losing Trade | -22121 | -17842 | -22121 | -1898288 | -1898288 | -1233892 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 5497 | 2652 | 2845 | 5497 | 2652 | 2845 |
Profit Streak | 496.1953 | 500.5287 | 0 | 496.1953 | 500.5287 | 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 | 383158 | 303927 | -21513 | 238044 | -56718 | 203208 |
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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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