Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648022.4106 | 520299.1115 | 127723.2991 | 1320428.4289 | 1072085.2642 | 248343.1647 |
Total P&L (%) | 648.0224 | 520.2991 | 127.7233 | 1320.4284 | 1072.0853 | 248.3432 |
Avg Daily Profit (%) | 0.3111 | 0.2497 | 0.0613 | 0.1275 | 0.1182 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103862 | -106664 | -120873 | -1804350 | -1403294 | -648248 |
Profit Factor | 1.4882 | 1.701 | 1.2183 | 1.1082 | 1.1507 | 1.0488 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 172 | 77 | 95 | 172 | 77 | 95 |
Losing Trades | 185 | 101 | 84 | 185 | 101 | 84 |
Profitability (%) | 48.1793 | 43.2584 | 53.0726 | 48.1793 | 43.2584 | 53.0726 |
Ratio Avg Win / Avg Loss | 1.6007 | 2.2312 | 1.0772 | 1.192 | 1.5093 | 0.9274 |
Largest Winning Trade | 137491 | 137491 | 43611 | 1313029 | 1313029 | 287612 |
Largest Losing Trade | -28183 | -28183 | -24580 | -687016 | -687016 | -262075 |
Avg Bars in Trades | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Winners | 81 | 72 | 89 | 81 | 72 | 89 |
Avg Bars in Losers | 57 | 56 | 59 | 57 | 56 | 59 |
Bars Traded | 24708 | 11263 | 13444 | 24708 | 11263 | 13444 |
Profit Streak | 37.7954 | 37.7954 | 45.9621 | 37.7954 | 37.7954 | 45.9621 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501240 | 359502 | -109710 | -121347 | -90133 | -279626 |
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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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