Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493532.6082 | 341058.0711 | 152474.5371 | 3428396.8387 | 1503456.9299 | 1924939.9088 |
Total P&L (%) | 493.5326 | 341.0581 | 152.4745 | 3428.3968 | 1503.4569 | 1924.9399 |
Avg Daily Profit (%) | 0.329 | 0.2274 | 0.1017 | 0.2378 | 0.1852 | 0.2007 |
Buy And Hold Return (%) | 80.6147 | 80.6147 | 80.6147 | 80.6147 | 80.6147 | 80.6147 |
Max Trade Drawdown | -80324 | -76641 | -60881 | -454561 | -458945 | -260772 |
Profit Factor | 1.4947 | 1.7063 | 1.2962 | 1.6831 | 1.5436 | 1.8543 |
Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
Winning Trades | 353 | 189 | 164 | 353 | 189 | 164 |
Losing Trades | 155 | 65 | 90 | 155 | 65 | 90 |
Profitability (%) | 69.4882 | 74.4094 | 64.5669 | 69.4882 | 74.4094 | 64.5669 |
Ratio Avg Win / Avg Loss | 0.6563 | 0.5868 | 0.7113 | 0.739 | 0.5309 | 1.0176 |
Largest Winning Trade | 16449 | 15640 | 16449 | 384446 | 329908 | 384446 |
Largest Losing Trade | -42524 | -42524 | -23417 | -277953 | -277953 | -248337 |
Avg Bars in Trades | 34 | 31 | 38 | 34 | 31 | 38 |
Avg Bars in Winners | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Losers | 53 | 51 | 54 | 53 | 51 | 54 |
Bars Traded | 17721 | 7914 | 9807 | 17721 | 7914 | 9807 |
Profit Streak | 611.5569 | 613.3069 | 611.5569 | 611.5569 | 613.3069 | 611.5569 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499841 | 402812 | -63247 | 536797 | 457645 | 493089 |
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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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