Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614714.2911 | 441365.0889 | 173349.2022 | 3541960.0697 | 2511290.5358 | 1030669.534 |
Total P&L (%) | 614.7143 | 441.3651 | 173.3492 | 3541.9601 | 2511.2905 | 1030.6695 |
Avg Daily Profit (%) | 0.3466 | 0.2488 | 0.0977 | 0.2029 | 0.1841 | 0.1368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96406 | -74111 | -82323 | -5061134 | -5140536 | -5423403 |
Profit Factor | 1.4793 | 1.7163 | 1.2602 | 1.0687 | 1.0976 | 1.04 |
Total Trades | 566 | 283 | 283 | 566 | 283 | 283 |
Winning Trades | 268 | 133 | 135 | 268 | 133 | 135 |
Losing Trades | 298 | 150 | 148 | 298 | 150 | 148 |
Profitability (%) | 47.3498 | 46.9965 | 47.7032 | 47.3498 | 46.9965 | 47.7032 |
Ratio Avg Win / Avg Loss | 1.6449 | 1.9357 | 1.3815 | 1.1884 | 1.2379 | 1.1401 |
Largest Winning Trade | 88905 | 88905 | 74836 | 2711266 | 2711266 | 2054159 |
Largest Losing Trade | -29117 | -29117 | -24988 | -961381 | -817707 | -961381 |
Avg Bars in Trades | 37 | 32 | 41 | 37 | 32 | 41 |
Avg Bars in Winners | 52 | 45 | 59 | 52 | 45 | 59 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 20946 | 9137 | 11810 | 20946 | 9137 | 11810 |
Profit Streak | 19.4581 | 33.8748 | 0 | 19.4581 | 33.8748 | 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 | 506372 | 417222 | -62620 | -134378 | -104995 | -186487 |
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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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