Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923067.7103 | 716700.6153 | 206367.095 | 1038738.7043 | 258745.2746 | 779993.4297 |
Total P&L (%) | 923.0677 | 716.7006 | 206.3671 | 1038.7387 | 258.7453 | 779.9934 |
Avg Daily Profit (%) | 0.6196 | 0.4811 | 0.1385 | 0.1634 | 0.0858 | 0.1461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139551 | -114605 | -67493 | -4294562 | -3252681 | -1830610 |
Profit Factor | 1.7319 | 2.1094 | 1.3355 | 1.0613 | 1.0295 | 1.0954 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 140 | 62 | 78 | 140 | 62 | 78 |
Losing Trades | 226 | 121 | 105 | 226 | 121 | 105 |
Profitability (%) | 38.2514 | 33.8798 | 42.623 | 38.2514 | 33.8798 | 42.623 |
Ratio Avg Win / Avg Loss | 2.7958 | 4.1168 | 1.7977 | 1.7133 | 2.0092 | 1.4746 |
Largest Winning Trade | 624578 | 624578 | 38359 | 1084960 | 1084960 | 809301 |
Largest Losing Trade | -36970 | -20927 | -36970 | -1147198 | -750416 | -1147198 |
Avg Bars in Trades | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Winners | 78 | 70 | 84 | 78 | 70 | 84 |
Avg Bars in Losers | 30 | 29 | 30 | 30 | 29 | 30 |
Bars Traded | 17731 | 7915 | 9815 | 17731 | 7915 | 9815 |
Profit Streak | 20.6339 | 20.6339 | 23.4672 | 20.6339 | 20.6339 | 23.4672 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479163 | 328998 | -8605 | -145850 | -270692 | -115078 |
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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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