Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648309.1466 | 399644.9218 | 248664.2248 | 4476434.496 | 3384357.4523 | 1092077.0436 |
Total P&L (%) | 648.3091 | 399.6449 | 248.6642 | 4476.4345 | 3384.3575 | 1092.077 |
Avg Daily Profit (%) | 0.3851 | 0.2374 | 0.1477 | 0.2274 | 0.2112 | 0.1473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77582 | -88722 | -51303 | -4900126 | -1630495 | -3459059 |
Profit Factor | 2.2476 | 2.3918 | 2.0695 | 1.3953 | 1.6423 | 1.1804 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 35.9155 | 32.3944 | 39.4366 | 35.9155 | 32.3944 | 39.4366 |
Ratio Avg Win / Avg Loss | 4.0103 | 4.9915 | 3.1781 | 2.4897 | 3.4274 | 1.8127 |
Largest Winning Trade | 209168 | 209168 | 50999 | 2030656 | 2030656 | 1124421 |
Largest Losing Trade | -17185 | -17185 | -16794 | -1022730 | -697619 | -1022730 |
Avg Bars in Trades | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Winners | 67 | 63 | 70 | 67 | 63 | 70 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 4976 | 2209 | 2767 | 4976 | 2209 | 2767 |
Profit Streak | 34.9273 | 34.9273 | 36.594 | 34.9273 | 34.9273 | 36.594 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352396 | -80765 | -82431 | 213849 | -82019 | -107449 |
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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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