Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751233.1361 | 556465.2226 | 194767.9134 | 6651487.1263 | 3597806.9293 | 3053680.197 |
Total P&L (%) | 751.2331 | 556.4652 | 194.7679 | 6651.4871 | 3597.8069 | 3053.6802 |
Avg Daily Profit (%) | 0.4643 | 0.3439 | 0.1204 | 0.2607 | 0.2234 | 0.2135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118636 | -139985 | -71729 | -6609431 | -5596987 | -1622816 |
Profit Factor | 2.0868 | 2.5205 | 1.5988 | 1.3791 | 1.3069 | 1.5244 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 42.0732 | 36.5854 | 47.561 | 42.0732 | 36.5854 | 47.561 |
Ratio Avg Win / Avg Loss | 2.8731 | 4.3688 | 1.7628 | 1.8987 | 2.2653 | 1.6807 |
Largest Winning Trade | 200316 | 200316 | 54756 | 5218248 | 5218248 | 1103388 |
Largest Losing Trade | -33486 | -24015 | -33486 | -2498833 | -2498833 | -765388 |
Avg Bars in Trades | 116 | 115 | 117 | 116 | 115 | 117 |
Avg Bars in Winners | 188 | 199 | 180 | 188 | 199 | 180 |
Avg Bars in Losers | 63 | 66 | 60 | 63 | 66 | 60 |
Bars Traded | 19070 | 9438 | 9632 | 19070 | 9438 | 9632 |
Profit Streak | 504.1648 | 510.4148 | 0 | 504.1648 | 510.4148 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454502 | 179340 | -34690 | 309427 | 13818 | 191258 |
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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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