Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975132.9288 | 726038.8891 | 249094.0397 | 2623278.4312 | 1656610.8557 | 966667.5755 |
Total P&L (%) | 975.1329 | 726.0389 | 249.094 | 2623.2784 | 1656.6109 | 966.6676 |
Avg Daily Profit (%) | 0.6546 | 0.4874 | 0.1672 | 0.2221 | 0.1926 | 0.159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103998 | -133590 | -113747 | -2422719 | -1375432 | -2710393 |
Profit Factor | 1.9953 | 2.3723 | 1.5527 | 1.1764 | 1.2215 | 1.1308 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 94 | 41 | 53 | 94 | 41 | 53 |
Losing Trades | 133 | 73 | 60 | 133 | 73 | 60 |
Profitability (%) | 41.4097 | 35.9649 | 46.9027 | 41.4097 | 35.9649 | 46.9027 |
Ratio Avg Win / Avg Loss | 2.8231 | 4.2238 | 1.7577 | 1.6645 | 2.1749 | 1.2802 |
Largest Winning Trade | 557757 | 557757 | 37113 | 1021567 | 1021567 | 719609 |
Largest Losing Trade | -55578 | -29234 | -55578 | -1242423 | -404695 | -1242423 |
Avg Bars in Trades | 38 | 39 | 36 | 38 | 39 | 36 |
Avg Bars in Winners | 59 | 62 | 56 | 59 | 62 | 56 |
Avg Bars in Losers | 23 | 26 | 19 | 23 | 26 | 19 |
Bars Traded | 8699 | 4536 | 4163 | 8699 | 4536 | 4163 |
Profit Streak | 22.0201 | 22.0201 | 23.3534 | 22.0201 | 22.0201 | 23.3534 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525858 | 354693 | 330036 | -18231 | 127059 | -69868 |
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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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