Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869745.3397 | 663838.1302 | 205907.2095 | 7031478.7909 | 3013551.0486 | 4017927.7423 |
Total P&L (%) | 869.7453 | 663.8381 | 205.9072 | 7031.4788 | 3013.551 | 4017.9277 |
Avg Daily Profit (%) | 0.3588 | 0.2738 | 0.0849 | 0.1762 | 0.1419 | 0.1535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107032 | -55726 | -173452 | -4788226 | -4920051 | -3825998 |
Profit Factor | 1.709 | 2.5322 | 1.2595 | 1.1869 | 1.1757 | 1.1962 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 149 | 82 | 67 | 149 | 82 | 67 |
Losing Trades | 180 | 83 | 97 | 180 | 83 | 97 |
Profitability (%) | 45.2888 | 49.697 | 40.8537 | 45.2888 | 49.697 | 40.8537 |
Ratio Avg Win / Avg Loss | 2.0646 | 2.5631 | 1.8235 | 1.4338 | 1.1901 | 1.7318 |
Largest Winning Trade | 248583 | 248583 | 60337 | 3038211 | 3038211 | 2584809 |
Largest Losing Trade | -35931 | -29637 | -35931 | -2030009 | -1740173 | -2030009 |
Avg Bars in Trades | 43 | 24 | 62 | 43 | 24 | 62 |
Avg Bars in Winners | 63 | 30 | 102 | 63 | 30 | 102 |
Avg Bars in Losers | 27 | 17 | 35 | 27 | 17 | 35 |
Bars Traded | 14313 | 4004 | 10309 | 14313 | 4004 | 10309 |
Profit Streak | 0 | 0 | 22.2445 | 0 | 0 | 22.2445 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450783 | 502741 | -81311 | -7252 | -29885 | 47539 |
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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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