Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583724.4707 | 375771.9168 | 207952.5539 | 2008350.798 | 1547396.5238 | 460954.2741 |
Total P&L (%) | 583.7245 | 375.7719 | 207.9526 | 2008.3508 | 1547.3965 | 460.9543 |
Avg Daily Profit (%) | 0.5688 | 0.3662 | 0.2026 | 0.2975 | 0.2734 | 0.1682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61174 | -81611 | -92571 | -1514703 | -619175 | -1082278 |
Profit Factor | 1.6356 | 1.8205 | 1.4517 | 1.4414 | 1.7022 | 1.1965 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 47.9508 | 47.541 | 48.3607 | 47.9508 | 47.541 | 48.3607 |
Ratio Avg Win / Avg Loss | 1.7754 | 2.0088 | 1.5501 | 1.5646 | 1.8783 | 1.2776 |
Largest Winning Trade | 192694 | 192694 | 34287 | 992671 | 992671 | 361565 |
Largest Losing Trade | -32170 | -25849 | -32170 | -1082278 | -314377 | -1082278 |
Avg Bars in Trades | 98 | 103 | 93 | 98 | 103 | 93 |
Avg Bars in Winners | 134 | 137 | 130 | 134 | 137 | 130 |
Avg Bars in Losers | 66 | 73 | 58 | 66 | 73 | 58 |
Bars Traded | 24098 | 12657 | 11441 | 24098 | 12657 | 11441 |
Profit Streak | 13.7647 | 0 | 14.9731 | 13.7647 | 0 | 14.9731 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553182 | 407116 | 341442 | 432342 | 385354 | 95882 |
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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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