Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177587.1017 | 830076.1254 | 347510.9762 | 20294525.7444 | 3716911.8138 | 16577613.9306 |
Total P&L (%) | 1177.5871 | 830.0761 | 347.511 | 20294.5257 | 3716.9118 | 16577.6139 |
Avg Daily Profit (%) | 0.7902 | 0.557 | 0.2332 | 0.3575 | 0.2447 | 0.3439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92086 | -151754 | -58721 | -16666812 | -15023155 | -6585424 |
Profit Factor | 2.1033 | 2.4217 | 1.7188 | 1.2693 | 1.0877 | 1.5022 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 121 | 47 | 74 | 121 | 47 | 74 |
Losing Trades | 223 | 125 | 98 | 223 | 125 | 98 |
Profitability (%) | 35.1744 | 27.3256 | 43.0233 | 35.1744 | 27.3256 | 43.0233 |
Ratio Avg Win / Avg Loss | 3.8764 | 6.4407 | 2.2763 | 2.3392 | 2.8929 | 1.9894 |
Largest Winning Trade | 555823 | 555823 | 41340 | 6981865 | 6874069 | 6981865 |
Largest Losing Trade | -27583 | -27583 | -18011 | -2797650 | -2797650 | -2355716 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 30 | 34 | 27 | 30 | 34 | 27 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 5851 | 3042 | 2809 | 5851 | 3042 | 2809 |
Profit Streak | 22.7949 | 22.7949 | 24.5449 | 22.7949 | 22.7949 | 24.5449 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519554 | -2691 | 346182 | 278679 | -132871 | 365478 |
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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) |
---|