Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424956.8797 | 276314.5494 | 148642.3303 | 2064820.7471 | 1803230.1863 | 261590.5609 |
Total P&L (%) | 424.9569 | 276.3145 | 148.6423 | 2064.8207 | 1803.2302 | 261.5906 |
Avg Daily Profit (%) | 0.408 | 0.2653 | 0.1427 | 0.2956 | 0.2832 | 0.1235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77598 | -51072 | -73219 | -533607 | -337613 | -585038 |
Profit Factor | 1.5499 | 1.7528 | 1.3664 | 1.5526 | 2.0912 | 1.1255 |
Total Trades | 535 | 268 | 267 | 535 | 268 | 267 |
Winning Trades | 172 | 81 | 91 | 172 | 81 | 91 |
Losing Trades | 363 | 187 | 176 | 363 | 187 | 176 |
Profitability (%) | 32.1495 | 30.2239 | 34.0824 | 32.1495 | 30.2239 | 34.0824 |
Ratio Avg Win / Avg Loss | 3.2711 | 4.0466 | 2.6427 | 3.2767 | 4.8279 | 2.1768 |
Largest Winning Trade | 52834 | 52834 | 31755 | 401627 | 401627 | 400244 |
Largest Losing Trade | -16052 | -10318 | -16052 | -143663 | -143663 | -116151 |
Avg Bars in Trades | 46 | 41 | 50 | 46 | 41 | 50 |
Avg Bars in Winners | 100 | 90 | 110 | 100 | 90 | 110 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 24849 | 11242 | 13607 | 24849 | 11242 | 13607 |
Profit Streak | 4.8255 | 11.2421 | 0 | 4.8255 | 11.2421 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306986 | 206988 | -6293 | 288004 | 251026 | -114886 |
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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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