Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518899.0103 | 226725.3902 | 292173.6201 | 2422433.2006 | 1689693.6542 | 732739.5464 |
Total P&L (%) | 518.899 | 226.7254 | 292.1736 | 2422.4332 | 1689.6937 | 732.7395 |
Avg Daily Profit (%) | 0.351 | 0.1534 | 0.1976 | 0.2186 | 0.1953 | 0.1435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129869 | -111056 | -101286 | -1059701 | -720028 | -886739 |
Profit Factor | 1.4893 | 1.4267 | 1.5522 | 1.3143 | 1.4671 | 1.1792 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 154 | 75 | 79 | 154 | 75 | 79 |
Losing Trades | 158 | 81 | 77 | 158 | 81 | 77 |
Profitability (%) | 49.359 | 48.0769 | 50.641 | 49.359 | 48.0769 | 50.641 |
Ratio Avg Win / Avg Loss | 1.528 | 1.5408 | 1.5129 | 1.3484 | 1.5845 | 1.1493 |
Largest Winning Trade | 49696 | 49696 | 44954 | 470215 | 470215 | 243705 |
Largest Losing Trade | -32501 | -32501 | -25094 | -405744 | -405744 | -255860 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
Bars Traded | 4373 | 2266 | 2107 | 4373 | 2266 | 2107 |
Profit Streak | 8.7011 | 31.7011 | 0 | 8.7011 | 31.7011 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504374 | 359352 | 394557 | 385124 | 396155 | -23926 |
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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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