Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476984.6175 | 302251.048 | 174733.5696 | 2304910.4392 | 1731341.9776 | 573568.4616 |
Total P&L (%) | 476.9846 | 302.251 | 174.7336 | 2304.9104 | 1731.342 | 573.5685 |
Avg Daily Profit (%) | 0.4579 | 0.2902 | 0.1677 | 0.3058 | 0.2795 | 0.1833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54818 | -62209 | -55010 | -1317900 | -571770 | -1288946 |
Profit Factor | 1.759 | 1.9644 | 1.5546 | 1.4675 | 1.7116 | 1.2297 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 141 | 61 | 80 | 141 | 61 | 80 |
Losing Trades | 176 | 97 | 79 | 176 | 97 | 79 |
Profitability (%) | 44.4795 | 38.6076 | 50.3145 | 44.4795 | 38.6076 | 50.3145 |
Ratio Avg Win / Avg Loss | 2.1956 | 3.1237 | 1.5352 | 1.8318 | 2.7217 | 1.2144 |
Largest Winning Trade | 103291 | 103291 | 36346 | 1033988 | 1033988 | 780625 |
Largest Losing Trade | -22253 | -15932 | -22253 | -380470 | -380470 | -251052 |
Avg Bars in Trades | 78 | 74 | 81 | 78 | 74 | 81 |
Avg Bars in Winners | 113 | 113 | 113 | 113 | 113 | 113 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 24728 | 11769 | 12960 | 24728 | 11769 | 12960 |
Profit Streak | 13.6963 | 0 | 18.363 | 13.6963 | 0 | 18.363 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477767 | 286744 | 395189 | 405767 | 280905 | 303496 |
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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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