Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997523.0575 | 770204.3121 | 227318.7454 | 9060641.9418 | 1635746.5274 | 7424895.4144 |
Total P&L (%) | 997.5231 | 770.2043 | 227.3187 | 9060.6419 | 1635.7465 | 7424.8954 |
Avg Daily Profit (%) | 0.4142 | 0.3198 | 0.0944 | 0.1877 | 0.1186 | 0.1796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131625 | -101856 | -109095 | -6637536 | -5717809 | -4072386 |
Profit Factor | 2.1161 | 2.6385 | 1.5365 | 1.2525 | 1.085 | 1.4463 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 44.7236 | 40 | 49.4949 | 44.7236 | 40 | 49.4949 |
Ratio Avg Win / Avg Loss | 2.6154 | 3.9578 | 1.5679 | 1.5481 | 1.6275 | 1.4759 |
Largest Winning Trade | 365007 | 365007 | 53825 | 5623347 | 5623347 | 3031817 |
Largest Losing Trade | -28221 | -28221 | -25224 | -3943009 | -2036442 | -3943009 |
Avg Bars in Trades | 71 | 64 | 79 | 71 | 64 | 79 |
Avg Bars in Winners | 109 | 99 | 118 | 109 | 99 | 118 |
Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
Bars Traded | 14312 | 6466 | 7845 | 14312 | 6466 | 7845 |
Profit Streak | 17.8109 | 27.8109 | 0 | 17.8109 | 27.8109 | 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 | 484138 | 376495 | -64810 | 302174 | -163843 | 300766 |
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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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