Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646188.0913 | 474764.9266 | 171423.1647 | 3410754.8642 | 727952.3307 | 2682802.5335 |
Total P&L (%) | 646.1881 | 474.7649 | 171.4232 | 3410.7549 | 727.9523 | 2682.8025 |
Avg Daily Profit (%) | 0.3643 | 0.2677 | 0.0967 | 0.2008 | 0.1193 | 0.1877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76208 | -72700 | -45735 | -2343261 | -2898366 | -1164208 |
Profit Factor | 1.6778 | 1.9235 | 1.3903 | 1.2031 | 1.0754 | 1.3755 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 158 | 81 | 77 | 158 | 81 | 77 |
Profitability (%) | 36.0324 | 34.6774 | 37.3984 | 36.0324 | 34.6774 | 37.3984 |
Ratio Avg Win / Avg Loss | 2.9786 | 3.6234 | 2.3272 | 2.1358 | 2.0258 | 2.3024 |
Largest Winning Trade | 119781 | 119781 | 68499 | 1044646 | 966045 | 1044646 |
Largest Losing Trade | -19853 | -18776 | -19853 | -733259 | -733259 | -494069 |
Avg Bars in Trades | 85 | 82 | 88 | 85 | 82 | 88 |
Avg Bars in Winners | 161 | 163 | 160 | 161 | 163 | 160 |
Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
Bars Traded | 21097 | 10232 | 10865 | 21097 | 10232 | 10865 |
Profit Streak | 35.2242 | 35.2242 | 35.6409 | 35.2242 | 35.2242 | 35.6409 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341033 | 223596 | -66772 | 197988 | -175481 | 180126 |
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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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