Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739630.2629 | 465252.3956 | 274377.8673 | 3660865.9542 | 507805.0531 | 3153060.9011 |
Total P&L (%) | 739.6303 | 465.2524 | 274.3779 | 3660.866 | 507.8051 | 3153.0609 |
Avg Daily Profit (%) | 0.3862 | 0.2429 | 0.1433 | 0.1896 | 0.0943 | 0.182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132241 | -96602 | -162986 | -2667140 | -3180526 | -1316941 |
Profit Factor | 1.4565 | 1.5201 | 1.3781 | 1.1649 | 1.0373 | 1.3677 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 302 | 138 | 164 | 302 | 138 | 164 |
Losing Trades | 190 | 108 | 82 | 190 | 108 | 82 |
Profitability (%) | 61.3821 | 56.0976 | 66.6667 | 61.3821 | 56.0976 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9163 | 1.1896 | 0.6891 | 0.7329 | 0.8118 | 0.6838 |
Largest Winning Trade | 81713 | 81713 | 24413 | 879320 | 879320 | 448291 |
Largest Losing Trade | -62016 | -40625 | -62016 | -1125363 | -984992 | -1125363 |
Avg Bars in Trades | 46 | 55 | 37 | 46 | 55 | 37 |
Avg Bars in Winners | 36 | 47 | 26 | 36 | 47 | 26 |
Avg Bars in Losers | 62 | 64 | 58 | 62 | 64 | 58 |
Bars Traded | 22747 | 13594 | 9153 | 22747 | 13594 | 9153 |
Profit Streak | 16.6949 | 16.6949 | 22.5282 | 16.6949 | 16.6949 | 22.5282 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508227 | 414411 | 19211 | -27719 | -245792 | 365553 |
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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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