Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068620.3024 | 852248.9513 | 216371.3511 | 17559419.7507 | 9026316.1605 | 8533103.5902 |
Total P&L (%) | 1068.6203 | 852.249 | 216.3714 | 17559.4198 | 9026.3162 | 8533.1036 |
Avg Daily Profit (%) | 0.4612 | 0.3678 | 0.0934 | 0.2235 | 0.195 | 0.1926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94916 | -103030 | -178441 | -14357944 | -16144801 | -7978259 |
Profit Factor | 2.1592 | 2.8728 | 1.4635 | 1.1994 | 1.1799 | 1.2252 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 56.4246 | 58.8889 | 53.9326 | 56.4246 | 58.8889 | 53.9326 |
Ratio Avg Win / Avg Loss | 1.6675 | 2.0055 | 1.2501 | 0.9262 | 0.8237 | 1.0465 |
Largest Winning Trade | 202799 | 202799 | 79772 | 6539180 | 5286538 | 6539180 |
Largest Losing Trade | -56651 | -49226 | -56651 | -7854872 | -7854872 | -4329744 |
Avg Bars in Trades | 74 | 55 | 92 | 74 | 55 | 92 |
Avg Bars in Winners | 84 | 60 | 111 | 84 | 60 | 111 |
Avg Bars in Losers | 60 | 49 | 71 | 60 | 49 | 71 |
Bars Traded | 13300 | 5027 | 8273 | 13300 | 5027 | 8273 |
Profit Streak | 52.8851 | 52.8851 | 54.8851 | 52.8851 | 52.8851 | 54.8851 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 616824 | 588899 | -66455 | 291663 | -14956 | 300846 |
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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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