Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607265.4263 | 267626.1831 | 339639.2432 | 4190578.9817 | 2388824.752 | 1801754.2297 |
Total P&L (%) | 607.2654 | 267.6262 | 339.6392 | 4190.579 | 2388.8248 | 1801.7542 |
Avg Daily Profit (%) | 0.4076 | 0.1796 | 0.2279 | 0.2526 | 0.216 | 0.1979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118053 | -128566 | -79035 | -2079234 | -1111270 | -1489878 |
Profit Factor | 1.4007 | 1.3581 | 1.4422 | 1.3074 | 1.3762 | 1.2474 |
Total Trades | 535 | 268 | 267 | 535 | 268 | 267 |
Winning Trades | 276 | 140 | 136 | 276 | 140 | 136 |
Losing Trades | 259 | 128 | 131 | 259 | 128 | 131 |
Profitability (%) | 51.5888 | 52.2388 | 50.9363 | 51.5888 | 52.2388 | 50.9363 |
Ratio Avg Win / Avg Loss | 1.3144 | 1.2417 | 1.3891 | 1.2269 | 1.2583 | 1.2015 |
Largest Winning Trade | 72860 | 72860 | 29872 | 526228 | 431894 | 526228 |
Largest Losing Trade | -41993 | -23663 | -41993 | -554143 | -388176 | -554143 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 8865 | 4663 | 4202 | 8865 | 4663 | 4202 |
Profit Streak | 0 | 0 | 6.5547 | 0 | 0 | 6.5547 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496445 | 334797 | 386724 | 428240 | 364974 | 349622 |
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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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