Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676981.3609 | 449170.9867 | 227810.3742 | 4350441.8894 | 1764706.7996 | 2585735.0898 |
Total P&L (%) | 676.9814 | 449.171 | 227.8104 | 4350.4419 | 1764.7068 | 2585.7351 |
Avg Daily Profit (%) | 0.325 | 0.2156 | 0.1093 | 0.1824 | 0.1405 | 0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70857 | -78434 | -61076 | -4540006 | -2719628 | -1889026 |
Profit Factor | 1.7252 | 1.9842 | 1.4774 | 1.1705 | 1.1316 | 1.2135 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Losing Trades | 150 | 80 | 70 | 150 | 80 | 70 |
Profitability (%) | 40.7115 | 36.5079 | 44.8819 | 40.7115 | 36.5079 | 44.8819 |
Ratio Avg Win / Avg Loss | 2.5124 | 3.4507 | 1.8144 | 1.7046 | 1.9681 | 1.4903 |
Largest Winning Trade | 118320 | 118320 | 48428 | 2503820 | 2503820 | 1113689 |
Largest Losing Trade | -24405 | -22052 | -24405 | -917301 | -917301 | -710819 |
Avg Bars in Trades | 98 | 93 | 102 | 98 | 93 | 102 |
Avg Bars in Winners | 158 | 164 | 153 | 158 | 164 | 153 |
Avg Bars in Losers | 56 | 52 | 61 | 56 | 52 | 61 |
Bars Traded | 24853 | 11777 | 13076 | 24853 | 11777 | 13076 |
Profit Streak | 21.7707 | 0 | 23.1873 | 21.7707 | 0 | 23.1873 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382920 | 218067 | -46389 | -25724 | -85094 | 200643 |
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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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