Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665216.4593 | 403149.1824 | 262067.2769 | 7659874.5835 | 6575484.1654 | 1084390.4181 |
Total P&L (%) | 665.2165 | 403.1492 | 262.0673 | 7659.8746 | 6575.4842 | 1084.3904 |
Avg Daily Profit (%) | 0.3926 | 0.238 | 0.1547 | 0.2572 | 0.2483 | 0.146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50352 | -64779 | -46931 | -3606194 | -1164614 | -3123535 |
Profit Factor | 1.6803 | 1.8701 | 1.5093 | 1.5534 | 2.0702 | 1.1409 |
Total Trades | 395 | 198 | 197 | 395 | 198 | 197 |
Winning Trades | 148 | 67 | 81 | 148 | 67 | 81 |
Losing Trades | 247 | 131 | 116 | 247 | 131 | 116 |
Profitability (%) | 37.4684 | 33.8384 | 41.1168 | 37.4684 | 33.8384 | 41.1168 |
Ratio Avg Win / Avg Loss | 2.8043 | 3.6565 | 2.1615 | 2.5924 | 4.0477 | 1.6338 |
Largest Winning Trade | 93199 | 93199 | 54293 | 2293891 | 2293891 | 1707039 |
Largest Losing Trade | -23519 | -15101 | -23519 | -594428 | -575339 | -594428 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 6735 | 3441 | 3294 | 6735 | 3441 | 3294 |
Profit Streak | 8.4435 | 11.1935 | 0 | 8.4435 | 11.1935 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396294 | 237831 | 252253 | 338777 | 269904 | -64886 |
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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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