Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652327.8035 | 481402.943 | 170924.8605 | 3430577.0617 | 1131819.9447 | 2298757.117 |
Total P&L (%) | 652.3278 | 481.4029 | 170.9249 | 3430.5771 | 1131.8199 | 2298.7571 |
Avg Daily Profit (%) | 0.3686 | 0.272 | 0.0966 | 0.2016 | 0.142 | 0.1797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84446 | -77888 | -54289 | -1665699 | -2185302 | -590608 |
Profit Factor | 1.6655 | 1.9383 | 1.3659 | 1.3212 | 1.1843 | 1.5063 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 161 | 85 | 76 | 161 | 85 | 76 |
Profitability (%) | 36.3636 | 33.0709 | 39.6825 | 36.3636 | 33.0709 | 39.6825 |
Ratio Avg Win / Avg Loss | 2.9146 | 3.9228 | 2.0761 | 2.3121 | 2.3969 | 2.2896 |
Largest Winning Trade | 122226 | 122226 | 67317 | 913926 | 717088 | 913926 |
Largest Losing Trade | -22750 | -21595 | -22750 | -524801 | -524801 | -310839 |
Avg Bars in Trades | 83 | 80 | 85 | 83 | 80 | 85 |
Avg Bars in Winners | 159 | 161 | 158 | 159 | 161 | 158 |
Avg Bars in Losers | 39 | 40 | 37 | 39 | 40 | 37 |
Bars Traded | 21033 | 10251 | 10782 | 21033 | 10251 | 10782 |
Profit Streak | 34.8471 | 34.8471 | 35.2637 | 34.8471 | 34.8471 | 35.2637 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347264 | 203731 | -66128 | 229997 | -25970 | 238694 |
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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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