Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1052541.7974 | 760807.5724 | 291734.2249 | 6149236.9924 | 2427882.8216 | 3721354.1707 |
Total P&L (%) | 1052.5418 | 760.8076 | 291.7342 | 6149.237 | 2427.8828 | 3721.3542 |
Avg Daily Profit (%) | 0.708 | 0.5118 | 0.1962 | 0.2785 | 0.2175 | 0.2454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85909 | -141499 | -90162 | -2353589 | -2172968 | -2360165 |
Profit Factor | 1.9412 | 2.2382 | 1.579 | 1.2482 | 1.1857 | 1.318 |
Total Trades | 401 | 201 | 200 | 401 | 201 | 200 |
Winning Trades | 142 | 59 | 83 | 142 | 59 | 83 |
Losing Trades | 259 | 142 | 117 | 259 | 142 | 117 |
Profitability (%) | 35.4115 | 29.3532 | 41.5 | 35.4115 | 29.3532 | 41.5 |
Ratio Avg Win / Avg Loss | 3.5407 | 5.3869 | 2.2259 | 2.2766 | 2.8537 | 1.8579 |
Largest Winning Trade | 562490 | 562490 | 37184 | 1328693 | 1328693 | 1197137 |
Largest Losing Trade | -27174 | -27174 | -26613 | -823265 | -658220 | -823265 |
Avg Bars in Trades | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Winners | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 4403 | 2316 | 2087 | 4403 | 2316 | 2087 |
Profit Streak | 19.0139 | 19.0139 | 20.6806 | 19.0139 | 19.0139 | 20.6806 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497962 | 204053 | 306208 | 264714 | -16249 | 278891 |
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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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