Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503349.6345 | 275030.4599 | 228319.1746 | 1873239.2133 | 1752497.6778 | 120741.5355 |
Total P&L (%) | 503.3496 | 275.0305 | 228.3192 | 1873.2392 | 1752.4977 | 120.7415 |
Avg Daily Profit (%) | 0.2971 | 0.1624 | 0.1348 | 0.1762 | 0.1725 | 0.0468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86191 | -128271 | -58457 | -2707888 | -954400 | -2012482 |
Profit Factor | 1.6035 | 1.6439 | 1.5612 | 1.2706 | 1.5655 | 1.0316 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 108 | 46 | 62 | 108 | 46 | 62 |
Losing Trades | 169 | 92 | 77 | 169 | 92 | 77 |
Profitability (%) | 38.9892 | 33.3333 | 44.6043 | 38.9892 | 33.3333 | 44.6043 |
Ratio Avg Win / Avg Loss | 2.5093 | 3.2878 | 1.9389 | 1.9882 | 3.1309 | 1.2812 |
Largest Winning Trade | 86957 | 86957 | 46947 | 1281011 | 1281011 | 864041 |
Largest Losing Trade | -21030 | -18672 | -21030 | -962436 | -674787 | -962436 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3287 | 1556 | 1731 | 3287 | 1556 | 1731 |
Profit Streak | 22.212 | 45.212 | 22.212 | 22.212 | 45.212 | 22.212 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374104 | 180286 | -11765 | 264176 | 187748 | -317718 |
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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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