Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442822.8224 | 269065.8792 | 173756.9432 | 2298568.4996 | 1992994.8848 | 305573.6148 |
Total P&L (%) | 442.8228 | 269.0659 | 173.7569 | 2298.5685 | 1992.9949 | 305.5736 |
Avg Daily Profit (%) | 0.4251 | 0.2583 | 0.1668 | 0.3055 | 0.2924 | 0.1345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66205 | -58786 | -60212 | -1671705 | -602720 | -1166095 |
Profit Factor | 1.7696 | 1.9321 | 1.6061 | 1.4314 | 1.8345 | 1.104 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 113 | 51 | 62 | 113 | 51 | 62 |
Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
Profitability (%) | 41.6974 | 37.7778 | 45.5882 | 41.6974 | 37.7778 | 45.5882 |
Ratio Avg Win / Avg Loss | 2.4744 | 3.1823 | 1.9169 | 2.0015 | 3.0215 | 1.3176 |
Largest Winning Trade | 59521 | 59521 | 34078 | 888358 | 888358 | 772220 |
Largest Losing Trade | -15015 | -15015 | -14596 | -491884 | -451627 | -491884 |
Avg Bars in Trades | 91 | 84 | 99 | 91 | 84 | 99 |
Avg Bars in Winners | 152 | 141 | 161 | 152 | 141 | 161 |
Avg Bars in Losers | 48 | 49 | 46 | 48 | 49 | 46 |
Bars Traded | 24869 | 11364 | 13505 | 24869 | 11364 | 13505 |
Profit Streak | 7.0248 | 0 | 11.4831 | 7.0248 | 0 | 11.4831 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423843 | 246213 | 327610 | 353166 | 264914 | -120926 |
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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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