Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852197.9141 | 580635.8732 | 271562.0409 | 9447759.4188 | 3762448.4381 | 5685310.9807 |
Total P&L (%) | 852.1979 | 580.6359 | 271.562 | 9447.7594 | 3762.4484 | 5685.311 |
Avg Daily Profit (%) | 0.4479 | 0.3052 | 0.1427 | 0.2399 | 0.1922 | 0.2135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112549 | -158155 | -88008 | -13943536 | -17242947 | -9274671 |
Profit Factor | 2.5956 | 2.9186 | 2.1732 | 1.1901 | 1.1507 | 1.23 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 55.6391 | 57.5758 | 53.7313 | 55.6391 | 57.5758 | 53.7313 |
Ratio Avg Win / Avg Loss | 2.0694 | 2.1505 | 1.8714 | 0.9489 | 0.8479 | 1.0591 |
Largest Winning Trade | 248593 | 248593 | 62233 | 5415167 | 3549361 | 5415167 |
Largest Losing Trade | -36779 | -36779 | -33276 | -4451414 | -4451414 | -3883841 |
Avg Bars in Trades | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Winners | 29 | 24 | 35 | 29 | 24 | 35 |
Avg Bars in Losers | 23 | 31 | 15 | 23 | 31 | 15 |
Bars Traded | 3552 | 1795 | 1757 | 3552 | 1795 | 1757 |
Profit Streak | 547.5696 | 0 | 549.5696 | 547.5696 | 0 | 549.5696 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 613849 | -108410 | -113686 | -2734 | -171388 | -107526 |
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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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