Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971407.7035 | 703228.7779 | 268178.9256 | 3637134.2347 | 3215898.1159 | 421236.1188 |
Total P&L (%) | 971.4077 | 703.2288 | 268.1789 | 3637.1342 | 3215.8981 | 421.2361 |
Avg Daily Profit (%) | 0.6547 | 0.4739 | 0.1807 | 0.2443 | 0.2362 | 0.1113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75137 | -101940 | -83467 | -4288482 | -4270656 | -4122913 |
Profit Factor | 1.9866 | 2.2672 | 1.6241 | 1.1399 | 1.2446 | 1.0328 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 43.4426 | 40.9836 | 45.9016 | 43.4426 | 40.9836 | 45.9016 |
Ratio Avg Win / Avg Loss | 2.5863 | 3.2648 | 1.9141 | 1.484 | 1.7922 | 1.2172 |
Largest Winning Trade | 537161 | 537161 | 39709 | 2069888 | 1790588 | 2069888 |
Largest Losing Trade | -39008 | -35685 | -39008 | -2330163 | -2330163 | -1507659 |
Avg Bars in Trades | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Winners | 96 | 95 | 96 | 96 | 95 | 96 |
Avg Bars in Losers | 53 | 64 | 40 | 53 | 64 | 40 |
Bars Traded | 17501 | 9386 | 8115 | 17501 | 9386 | 8115 |
Profit Streak | 16.0351 | 0 | 17.0351 | 16.0351 | 0 | 17.0351 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540084 | 394502 | 334001 | -58908 | 196818 | -230082 |
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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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