Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608546.7939 | 354587.9034 | 253958.8905 | 4645297.4009 | 3481828.33 | 1163469.0709 |
Total P&L (%) | 608.5468 | 354.5879 | 253.9589 | 4645.2974 | 3481.8283 | 1163.4691 |
Avg Daily Profit (%) | 0.3614 | 0.2106 | 0.1508 | 0.2295 | 0.2128 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55922 | -87851 | -52836 | -1558751 | -526473 | -1508427 |
Profit Factor | 1.6519 | 1.7919 | 1.5228 | 1.6292 | 2.1342 | 1.2697 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Losing Trades | 200 | 105 | 95 | 200 | 105 | 95 |
Profitability (%) | 39.577 | 36.747 | 42.4242 | 39.577 | 36.747 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.5219 | 3.0844 | 2.0667 | 2.4873 | 3.6737 | 1.7232 |
Largest Winning Trade | 91776 | 91776 | 52082 | 1394691 | 1394691 | 1090689 |
Largest Losing Trade | -23519 | -18434 | -23519 | -390829 | -288788 | -390829 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 6662 | 3276 | 3385 | 6662 | 3276 | 3385 |
Profit Streak | 12.4186 | 35.6686 | 0 | 12.4186 | 35.6686 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400245 | 271413 | 266321 | 358077 | 310862 | 225624 |
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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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