Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557330.9679 | 463539.6859 | 93791.2819 | 4156986.6768 | 225387.9376 | 3931598.7392 |
Total P&L (%) | 557.331 | 463.5397 | 93.7913 | 4156.9867 | 225.3879 | 3931.5987 |
Avg Daily Profit (%) | 0.2675 | 0.2225 | 0.045 | 0.1802 | 0.0566 | 0.1776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -334090 | -52673 | -359798 | -1869007 | -1766353 | -888267 |
Profit Factor | 1.447 | 1.9935 | 1.1202 | 1.3544 | 1.0383 | 1.6721 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 143 | 67 | 76 | 145 | 68 | 77 |
Losing Trades | 117 | 63 | 54 | 115 | 62 | 53 |
Profitability (%) | 55 | 51.5385 | 58.4615 | 55.7692 | 52.3077 | 59.2308 |
Ratio Avg Win / Avg Loss | 1.1839 | 1.8745 | 0.7959 | 1.0742 | 0.9467 | 1.1509 |
Largest Winning Trade | 89473 | 89473 | 69950 | 1019386 | 697706 | 1019386 |
Largest Losing Trade | -143101 | -30394 | -143101 | -888267 | -608722 | -888267 |
Avg Bars in Trades | 94 | 76 | 113 | 94 | 76 | 113 |
Avg Bars in Winners | 105 | 89 | 118 | 106 | 91 | 119 |
Avg Bars in Losers | 82 | 61 | 106 | 80 | 58 | 105 |
Bars Traded | 24684 | 9893 | 14791 | 24684 | 9893 | 14791 |
Profit Streak | 0 | 0 | 18.8846 | 0 | 0 | 18.8846 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417794 | 417280 | -221295 | 374155 | -297205 | 412206 |
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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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