Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610524.3192 | 377967.9709 | 232556.3483 | 3389926.9453 | 2603790.5905 | 786136.3547 |
Total P&L (%) | 610.5243 | 377.968 | 232.5563 | 3389.9269 | 2603.7906 | 786.1364 |
Avg Daily Profit (%) | 0.3637 | 0.2252 | 0.1386 | 0.2119 | 0.1966 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186428 | -173718 | -85947 | -1738132 | -605345 | -1350333 |
Profit Factor | 1.5596 | 1.6917 | 1.4271 | 1.6551 | 2.1199 | 1.2759 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 259 | 131 | 128 | 259 | 131 | 128 |
Profitability (%) | 34.596 | 33.8384 | 35.3535 | 34.596 | 33.8384 | 35.3535 |
Ratio Avg Win / Avg Loss | 2.9485 | 3.3076 | 2.6095 | 3.129 | 4.1448 | 2.333 |
Largest Winning Trade | 86439 | 86439 | 60298 | 1106452 | 1106452 | 823956 |
Largest Losing Trade | -25120 | -22078 | -25120 | -375572 | -348080 | -375572 |
Avg Bars in Trades | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Winners | 46 | 46 | 47 | 46 | 46 | 47 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 9932 | 5062 | 4870 | 9932 | 5062 | 4870 |
Profit Streak | 9.0915 | 9.4249 | 0 | 9.0915 | 9.4249 | 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 | 332773 | 222527 | -11038 | 298760 | 258492 | -22860 |
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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) |
---|