Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672768.0378 | 406314.1673 | 266453.8705 | 8355197.4871 | 7123595.0848 | 1231602.4023 |
Total P&L (%) | 672.768 | 406.3142 | 266.4539 | 8355.1975 | 7123.5951 | 1231.6024 |
Avg Daily Profit (%) | 0.3969 | 0.2397 | 0.1572 | 0.2621 | 0.2528 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51099 | -62144 | -45859 | -3929326 | -1268970 | -3532923 |
Profit Factor | 1.6975 | 1.8873 | 1.526 | 1.5309 | 2.006 | 1.1423 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 147 | 66 | 81 | 147 | 66 | 81 |
Losing Trades | 238 | 127 | 111 | 238 | 127 | 111 |
Profitability (%) | 38.1818 | 34.1969 | 42.1875 | 38.1818 | 34.1969 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.7483 | 3.6316 | 2.0911 | 2.4786 | 3.86 | 1.5653 |
Largest Winning Trade | 93199 | 93199 | 54293 | 2569227 | 2569227 | 1911934 |
Largest Losing Trade | -23519 | -15101 | -23519 | -647692 | -644396 | -647692 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 6735 | 3444 | 3291 | 6735 | 3444 | 3291 |
Profit Streak | 9.0732 | 11.8232 | 0 | 9.0732 | 11.8232 | 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 | 406780 | 243239 | 270736 | 343333 | 270520 | -57592 |
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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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