Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1202846.0866 | 949365.4489 | 253480.6377 | 12109310.1165 | 1979387.3794 | 10129922.7371 |
Total P&L (%) | 1202.8461 | 949.3654 | 253.4806 | 12109.3101 | 1979.3874 | 10129.9227 |
Avg Daily Profit (%) | 0.5171 | 0.4081 | 0.109 | 0.2068 | 0.1305 | 0.1991 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107523 | -76220 | -164100 | -22654784 | -15780193 | -11668811 |
Profit Factor | 2.0281 | 2.6951 | 1.4156 | 1.1601 | 1.053 | 1.2646 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 90 | 37 | 53 | 90 | 37 | 53 |
Losing Trades | 199 | 107 | 92 | 199 | 107 | 92 |
Profitability (%) | 31.1419 | 25.6944 | 36.5517 | 31.1419 | 25.6944 | 36.5517 |
Ratio Avg Win / Avg Loss | 4.4843 | 7.7939 | 2.4573 | 2.5652 | 3.0452 | 2.1951 |
Largest Winning Trade | 426692 | 426692 | 69175 | 11800381 | 11800381 | 7788542 |
Largest Losing Trade | -21707 | -14721 | -21707 | -4724744 | -3472489 | -4724744 |
Avg Bars in Trades | 23 | 19 | 27 | 23 | 19 | 27 |
Avg Bars in Winners | 57 | 49 | 62 | 57 | 49 | 62 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 6922 | 2879 | 4043 | 6922 | 2879 | 4043 |
Profit Streak | 5.0608 | 0 | 25.0608 | 5.0608 | 0 | 25.0608 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351856 | -11691 | -49720 | -40015 | -206099 | 176795 |
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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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