Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676347.1864 | 574940.2777 | 101406.9087 | 1054643.3456 | 475518.9736 | 579124.3721 |
Total P&L (%) | 676.3472 | 574.9403 | 101.4069 | 1054.6433 | 475.519 | 579.1244 |
Avg Daily Profit (%) | 0.2706 | 0.23 | 0.0406 | 0.0979 | 0.07 | 0.0767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166345 | -141362 | -34711 | -4775246 | -4753829 | -793087 |
Profit Factor | 1.6763 | 1.7204 | 1.5021 | 1.0805 | 1.0426 | 1.3004 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 178 | 90 | 88 | 178 | 90 | 88 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 63.7993 | 64.7482 | 62.8571 | 63.7993 | 64.7482 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.9511 | 0.9366 | 0.8876 | 0.6131 | 0.5676 | 0.7684 |
Largest Winning Trade | 144326 | 144326 | 15385 | 1917065 | 1917065 | 342475 |
Largest Losing Trade | -70712 | -70712 | -20927 | -3647613 | -3647613 | -793087 |
Avg Bars in Trades | 35 | 67 | 3 | 35 | 67 | 3 |
Avg Bars in Winners | 18 | 34 | 2 | 18 | 34 | 2 |
Avg Bars in Losers | 63 | 127 | 3 | 63 | 127 | 3 |
Bars Traded | 9769 | 9339 | 430 | 9769 | 9339 | 430 |
Profit Streak | 90.4182 | 90.9182 | 90.4182 | 90.4182 | 90.9182 | 90.4182 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501263 | 430143 | -135857 | -190546 | -271601 | -88546 |
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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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