Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962489.4455 | 708092.5638 | 254396.8817 | 3345986.0898 | 2989357.9179 | 356628.1719 |
Total P&L (%) | 962.4894 | 708.0926 | 254.3969 | 3345.9861 | 2989.3579 | 356.6282 |
Avg Daily Profit (%) | 0.6495 | 0.4779 | 0.1717 | 0.2392 | 0.2318 | 0.1025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122716 | -103729 | -82298 | -10406522 | -9814797 | -5953138 |
Profit Factor | 1.983 | 2.3231 | 1.573 | 1.0714 | 1.1163 | 1.0169 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 226 | 117 | 109 | 226 | 117 | 109 |
Profitability (%) | 35.7955 | 33.5227 | 38.0682 | 35.7955 | 33.5227 | 38.0682 |
Ratio Avg Win / Avg Loss | 3.5568 | 4.6068 | 2.5591 | 1.9217 | 2.2136 | 1.6543 |
Largest Winning Trade | 516354 | 516354 | 46024 | 7373472 | 7373472 | 3214618 |
Largest Losing Trade | -26336 | -26336 | -22119 | -2252032 | -2135108 | -2252032 |
Avg Bars in Trades | 24 | 21 | 28 | 24 | 21 | 28 |
Avg Bars in Winners | 47 | 40 | 53 | 47 | 40 | 53 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 8768 | 3798 | 4970 | 8768 | 3798 | 4970 |
Profit Streak | 11.7305 | 0 | 12.8972 | 11.7305 | 0 | 12.8972 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463298 | 326608 | 263791 | -135292 | -88968 | -259876 |
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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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