Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989311.6132 | 729272.2637 | 260039.3495 | 3025128.5163 | 1054228.6737 | 1970899.8427 |
Total P&L (%) | 989.3116 | 729.2723 | 260.0393 | 3025.1285 | 1054.2287 | 1970.8998 |
Avg Daily Profit (%) | 0.6651 | 0.4903 | 0.1748 | 0.2317 | 0.1646 | 0.2039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104051 | -134492 | -102330 | -1565237 | -1530112 | -1103396 |
Profit Factor | 2.053 | 2.31 | 1.6793 | 1.2592 | 1.1628 | 1.3795 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 94 | 40 | 54 | 94 | 40 | 54 |
Losing Trades | 154 | 84 | 70 | 154 | 84 | 70 |
Profitability (%) | 37.9032 | 32.2581 | 43.5484 | 37.9032 | 32.2581 | 43.5484 |
Ratio Avg Win / Avg Loss | 3.3634 | 4.851 | 2.1768 | 2.063 | 2.4419 | 1.7882 |
Largest Winning Trade | 586171 | 586171 | 38359 | 1068616 | 1068616 | 705232 |
Largest Losing Trade | -31576 | -31576 | -31352 | -538400 | -442890 | -538400 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Losers | 6 | 7 | 5 | 6 | 7 | 5 |
Bars Traded | 2906 | 1497 | 1409 | 2906 | 1497 | 1409 |
Profit Streak | 19.9889 | 0 | 21.9889 | 19.9889 | 0 | 21.9889 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480311 | 290533 | 312483 | 240511 | -39448 | 282418 |
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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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