Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512205.1043 | 306702.251 | 205502.8533 | 4132685.9808 | 2864425.5792 | 1268260.4016 |
Total P&L (%) | 512.2051 | 306.7023 | 205.5029 | 4132.686 | 2864.4256 | 1268.2604 |
Avg Daily Profit (%) | 0.4917 | 0.2944 | 0.1973 | 0.3602 | 0.3259 | 0.2515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45634 | -59860 | -30013 | -1817353 | -1706448 | -1436891 |
Profit Factor | 1.8646 | 1.9775 | 1.7374 | 1.3786 | 1.4822 | 1.2549 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Profitability (%) | 44.8 | 44 | 45.6 | 44.8 | 44 | 45.6 |
Ratio Avg Win / Avg Loss | 2.2974 | 2.5168 | 2.0727 | 1.6986 | 1.8864 | 1.4971 |
Largest Winning Trade | 68291 | 68291 | 28319 | 1854385 | 1854385 | 775704 |
Largest Losing Trade | -19247 | -19247 | -15062 | -981019 | -981019 | -802739 |
Avg Bars in Trades | 99 | 99 | 98 | 99 | 99 | 98 |
Avg Bars in Winners | 140 | 137 | 143 | 140 | 137 | 143 |
Avg Bars in Losers | 65 | 69 | 60 | 65 | 69 | 60 |
Bars Traded | 24751 | 12405 | 12346 | 24751 | 12405 | 12346 |
Profit Streak | 12.2687 | 28.4354 | 12.2687 | 12.2687 | 28.4354 | 12.2687 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519853 | 382958 | 344774 | 412304 | 355492 | 250986 |
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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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