Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974492.2488 | 720925.5942 | 253566.6546 | 3130126.5674 | 894005.7696 | 2236120.7979 |
Total P&L (%) | 974.4922 | 720.9256 | 253.5667 | 3130.1266 | 894.0058 | 2236.1208 |
Avg Daily Profit (%) | 0.6548 | 0.4844 | 0.1704 | 0.2338 | 0.1544 | 0.2119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94321 | -122228 | -82012 | -2250096 | -2735475 | -1469294 |
Profit Factor | 2.0766 | 2.4976 | 1.5984 | 1.2206 | 1.1122 | 1.3593 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 89 | 37 | 52 | 89 | 37 | 52 |
Losing Trades | 141 | 78 | 63 | 141 | 78 | 63 |
Profitability (%) | 38.6957 | 32.1739 | 45.2174 | 38.6957 | 32.1739 | 45.2174 |
Ratio Avg Win / Avg Loss | 3.29 | 5.2651 | 1.9366 | 1.9337 | 2.3447 | 1.6468 |
Largest Winning Trade | 553312 | 553312 | 46785 | 2300829 | 2300829 | 948335 |
Largest Losing Trade | -26293 | -22387 | -26293 | -683617 | -683617 | -364743 |
Avg Bars in Trades | 19 | 16 | 22 | 19 | 16 | 22 |
Avg Bars in Winners | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 4423 | 1845 | 2578 | 4423 | 1845 | 2578 |
Profit Streak | 18.4164 | 18.4164 | 22.7498 | 18.4164 | 18.4164 | 22.7498 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504859 | 319983 | 327715 | 258735 | -94676 | 302895 |
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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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