Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992017.6373 | 715826.5895 | 276191.0477 | 4349516.3552 | 1452433.2567 | 2897083.0985 |
Total P&L (%) | 992.0176 | 715.8266 | 276.191 | 4349.5164 | 1452.4333 | 2897.0831 |
Avg Daily Profit (%) | 0.6674 | 0.4816 | 0.1858 | 0.2557 | 0.1847 | 0.229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73717 | -129824 | -35788 | -3337645 | -3757408 | -1674644 |
Profit Factor | 2.2866 | 2.6019 | 1.852 | 1.2726 | 1.1537 | 1.4455 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 62 | 20 | 42 | 62 | 20 | 42 |
Losing Trades | 108 | 65 | 43 | 108 | 65 | 43 |
Profitability (%) | 36.4706 | 23.5294 | 49.4118 | 36.4706 | 23.5294 | 49.4118 |
Ratio Avg Win / Avg Loss | 3.9832 | 8.4562 | 1.8961 | 2.2168 | 3.7494 | 1.4799 |
Largest Winning Trade | 452936 | 452936 | 37525 | 3499997 | 3499997 | 1164606 |
Largest Losing Trade | -30805 | -17450 | -30805 | -1099866 | -1011971 | -1099866 |
Avg Bars in Trades | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Winners | 31 | 37 | 28 | 31 | 37 | 28 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 2923 | 1341 | 1582 | 2923 | 1341 | 1582 |
Profit Streak | 16.2342 | 0 | 20.7342 | 16.2342 | 0 | 20.7342 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463267 | -20939 | 406423 | 216860 | -78821 | 343207 |
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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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