Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592257.0516 | 449196.8527 | 143060.1989 | 3370875.6975 | 2084899.8545 | 1285975.843 |
Total P&L (%) | 592.2571 | 449.1969 | 143.0602 | 3370.8757 | 2084.8999 | 1285.9758 |
Avg Daily Profit (%) | 0.4739 | 0.3595 | 0.1145 | 0.2842 | 0.2471 | 0.2106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120870 | -69899 | -106818 | -1041738 | -1141530 | -797707 |
Profit Factor | 1.6833 | 2.0803 | 1.3172 | 1.4847 | 1.5681 | 1.3915 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Losing Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Profitability (%) | 55.5985 | 56.5891 | 54.6154 | 55.5985 | 56.5891 | 54.6154 |
Ratio Avg Win / Avg Loss | 1.3443 | 1.5959 | 1.0946 | 1.1857 | 1.2029 | 1.1563 |
Largest Winning Trade | 161752 | 161752 | 37464 | 629321 | 629321 | 336947 |
Largest Losing Trade | -42923 | -37497 | -42923 | -522907 | -449662 | -522907 |
Avg Bars in Trades | 27 | 34 | 21 | 27 | 34 | 21 |
Avg Bars in Winners | 27 | 31 | 22 | 27 | 31 | 22 |
Avg Bars in Losers | 28 | 38 | 19 | 28 | 38 | 19 |
Bars Traded | 7196 | 4448 | 2748 | 7196 | 4448 | 2748 |
Profit Streak | 29.3769 | 30.3769 | 29.3769 | 29.3769 | 30.3769 | 29.3769 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589956 | 541626 | -37847 | 500427 | 441659 | 392527 |
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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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