Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726958.3429 | 381426.2948 | 345532.0481 | 11209012.2335 | 3140634.9268 | 8068377.3068 |
Total P&L (%) | 726.9583 | 381.4263 | 345.532 | 11209.0122 | 3140.6349 | 8068.3773 |
Avg Daily Profit (%) | 0.4008 | 0.2103 | 0.1905 | 0.261 | 0.192 | 0.243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59115 | -102304 | -62816 | -6068302 | -6626427 | -5647279 |
Profit Factor | 1.9458 | 1.9236 | 1.9715 | 1.2556 | 1.142 | 1.3713 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 145 | 77 | 68 | 145 | 77 | 68 |
Profitability (%) | 37.2294 | 33.0435 | 41.3793 | 37.2294 | 33.0435 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.2807 | 3.8978 | 2.793 | 2.117 | 2.314 | 1.9427 |
Largest Winning Trade | 101277 | 101277 | 55189 | 4484048 | 4484048 | 3444176 |
Largest Losing Trade | -23655 | -23655 | -21622 | -2403471 | -1366014 | -2403471 |
Avg Bars in Trades | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Winners | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Losers | 27 | 33 | 20 | 27 | 33 | 20 |
Bars Traded | 10572 | 5608 | 4964 | 10572 | 5608 | 4964 |
Profit Streak | 13.9145 | 0 | 16.0812 | 13.9145 | 0 | 16.0812 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370420 | 162688 | 297507 | 227627 | -62110 | 252546 |
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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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