Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005094.6051 | 839400.0464 | 165694.5587 | 2699490.7581 | 527832.5551 | 2171658.2029 |
Total P&L (%) | 1005.0946 | 839.4 | 165.6946 | 2699.4908 | 527.8326 | 2171.6582 |
Avg Daily Profit (%) | 0.4147 | 0.3463 | 0.0684 | 0.1376 | 0.0758 | 0.1289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96678 | -78990 | -106695 | -5556367 | -4528452 | -2424206 |
Profit Factor | 1.9833 | 2.6116 | 1.3305 | 1.114 | 1.0418 | 1.1965 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 160 | 83 | 77 | 160 | 83 | 77 |
Profitability (%) | 32.2034 | 29.661 | 34.7458 | 32.2034 | 29.661 | 34.7458 |
Ratio Avg Win / Avg Loss | 4.1755 | 6.1933 | 2.4988 | 2.3452 | 2.4705 | 2.2472 |
Largest Winning Trade | 386241 | 386241 | 61882 | 3343604 | 3343604 | 1778912 |
Largest Losing Trade | -26454 | -21063 | -26454 | -1179628 | -745420 | -1179628 |
Avg Bars in Trades | 61 | 56 | 65 | 61 | 56 | 65 |
Avg Bars in Winners | 119 | 121 | 117 | 119 | 121 | 117 |
Avg Bars in Losers | 33 | 28 | 37 | 33 | 28 | 37 |
Bars Traded | 14398 | 6651 | 7747 | 14398 | 6651 | 7747 |
Profit Streak | 17.7576 | 0 | 30.9242 | 17.7576 | 0 | 30.9242 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306758 | 171236 | -105903 | -108118 | -274260 | -29325 |
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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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