Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515446.5961 | 358645.3324 | 156801.2637 | 1106176.187 | 804971.5357 | 301204.6513 |
Total P&L (%) | 515.4466 | 358.6453 | 156.8013 | 1106.1762 | 804.9715 | 301.2047 |
Avg Daily Profit (%) | 0.2761 | 0.1921 | 0.084 | 0.1335 | 0.1181 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118104 | -78225 | -98829 | -3474403 | -2020159 | -3158882 |
Profit Factor | 1.4931 | 1.6839 | 1.301 | 1.0498 | 1.0706 | 1.0279 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 207 | 99 | 108 | 207 | 99 | 108 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 68.0921 | 65.1316 | 71.0526 | 68.0921 | 65.1316 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.6996 | 0.9015 | 0.53 | 0.4919 | 0.5731 | 0.4188 |
Largest Winning Trade | 46915 | 46915 | 24235 | 494449 | 494449 | 442584 |
Largest Losing Trade | -72515 | -40287 | -72515 | -2402265 | -977023 | -2402265 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 52 | 55 | 48 | 52 | 55 | 48 |
Bars Traded | 11058 | 5674 | 5384 | 11058 | 5674 | 5384 |
Profit Streak | 0 | 51.3623 | 0 | 0 | 51.3623 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439928 | 401648 | -79431 | -177900 | -176369 | -282086 |
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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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