Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607961.3346 | 328220.9247 | 279740.4099 | 2607889.1452 | 570595.4834 | 2037293.6618 |
Total P&L (%) | 607.9613 | 328.2209 | 279.7404 | 2607.8891 | 570.5955 | 2037.2937 |
Avg Daily Profit (%) | 0.335 | 0.1808 | 0.1541 | 0.1819 | 0.1049 | 0.1688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60439 | -85796 | -77823 | -2348196 | -2321435 | -2851954 |
Profit Factor | 1.6725 | 1.6348 | 1.7228 | 1.1417 | 1.0578 | 1.2388 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 175 | 92 | 83 | 175 | 92 | 83 |
Profitability (%) | 35.6618 | 32.3529 | 38.9706 | 35.6618 | 32.3529 | 38.9706 |
Ratio Avg Win / Avg Loss | 3.0174 | 3.4183 | 2.698 | 2.0597 | 2.2117 | 1.94 |
Largest Winning Trade | 112878 | 112878 | 53446 | 1460243 | 1460243 | 1113080 |
Largest Losing Trade | -36580 | -36580 | -17679 | -714945 | -493668 | -714945 |
Avg Bars in Trades | 78 | 89 | 68 | 78 | 89 | 68 |
Avg Bars in Winners | 129 | 138 | 122 | 129 | 138 | 122 |
Avg Bars in Losers | 50 | 65 | 34 | 50 | 65 | 34 |
Bars Traded | 21464 | 12119 | 9345 | 21464 | 12119 | 9345 |
Profit Streak | 15.114 | 0 | 17.4473 | 15.114 | 0 | 17.4473 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316499 | 125869 | 236860 | -59255 | -215442 | 168392 |
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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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