Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523565.0966 | 218607.0298 | 304958.0667 | 1863858.8348 | 1098058.125 | 765800.7098 |
Total P&L (%) | 523.5651 | 218.607 | 304.9581 | 1863.8588 | 1098.0581 | 765.8007 |
Avg Daily Profit (%) | 0.3546 | 0.148 | 0.2065 | 0.2018 | 0.1683 | 0.1463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158369 | -170866 | -85897 | -979523 | -379757 | -741865 |
Profit Factor | 1.3693 | 1.3163 | 1.4198 | 1.3971 | 1.5505 | 1.2837 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 265 | 136 | 129 | 265 | 136 | 129 |
Losing Trades | 219 | 106 | 113 | 219 | 106 | 113 |
Profitability (%) | 54.7521 | 56.1983 | 53.3058 | 54.7521 | 56.1983 | 53.3058 |
Ratio Avg Win / Avg Loss | 1.1316 | 1.0259 | 1.2437 | 1.1546 | 1.2085 | 1.1245 |
Largest Winning Trade | 59917 | 59917 | 27953 | 224538 | 169347 | 224538 |
Largest Losing Trade | -48904 | -29349 | -48904 | -247500 | -143045 | -247500 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 19 | 22 | 17 | 19 | 22 | 17 |
Bars Traded | 8784 | 4662 | 4122 | 8784 | 4662 | 4122 |
Profit Streak | 34.9047 | 35.9047 | 34.9047 | 34.9047 | 35.9047 | 34.9047 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534820 | 287836 | 408670 | 493941 | 454046 | 197732 |
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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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