Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339910.0872 | 1167521.6753 | 172388.4119 | 2840177.7617 | 511459.1657 | 2328718.596 |
Total P&L (%) | 1339.9101 | 1167.5217 | 172.3884 | 2840.1778 | 511.4592 | 2328.7186 |
Avg Daily Profit (%) | 0.5629 | 0.4905 | 0.0724 | 0.1421 | 0.0761 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114521 | -102351 | -98142 | -4067146 | -3085525 | -2071223 |
Profit Factor | 2.5796 | 3.9762 | 1.3781 | 1.1763 | 1.0584 | 1.3169 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 52.8796 | 50 | 55.7895 | 52.8796 | 50 | 55.7895 |
Ratio Avg Win / Avg Loss | 2.2986 | 3.9762 | 1.0921 | 1.0482 | 1.0584 | 1.0436 |
Largest Winning Trade | 670540 | 670540 | 73633 | 2126199 | 2126199 | 1866132 |
Largest Losing Trade | -59199 | -38325 | -59199 | -1598148 | -1598148 | -1423932 |
Avg Bars in Trades | 72 | 62 | 82 | 72 | 62 | 82 |
Avg Bars in Winners | 99 | 86 | 110 | 99 | 86 | 110 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 13888 | 6018 | 7870 | 13888 | 6018 | 7870 |
Profit Streak | 0 | 0 | 12.5333 | 0 | 0 | 12.5333 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 627539 | 621600 | -94617 | -28122 | -247565 | -12333 |
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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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