Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607629.9589 | 305394.5332 | 302235.4257 | 6858137.4174 | 345494.7372 | 6512642.6802 |
Total P&L (%) | 607.63 | 305.3945 | 302.2354 | 6858.1374 | 345.4947 | 6512.6427 |
Avg Daily Profit (%) | 0.3367 | 0.1692 | 0.1675 | 0.2354 | 0.0828 | 0.2326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67862 | -81074 | -50018 | -5852471 | -4248153 | -2947799 |
Profit Factor | 1.6599 | 1.704 | 1.6206 | 1.1989 | 1.0194 | 1.3901 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 166 | 84 | 82 | 166 | 84 | 82 |
Losing Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Profitability (%) | 51.0769 | 51.5337 | 50.6173 | 51.0769 | 51.5337 | 50.6173 |
Ratio Avg Win / Avg Loss | 1.5899 | 1.6025 | 1.5811 | 1.1483 | 0.9587 | 1.3562 |
Largest Winning Trade | 73447 | 47689 | 73447 | 3184433 | 1970238 | 3184433 |
Largest Losing Trade | -30533 | -23256 | -30533 | -1477321 | -1477321 | -1130380 |
Avg Bars in Trades | 63 | 37 | 88 | 63 | 37 | 88 |
Avg Bars in Winners | 76 | 32 | 121 | 76 | 32 | 121 |
Avg Bars in Losers | 49 | 42 | 56 | 49 | 42 | 56 |
Bars Traded | 20520 | 6110 | 14409 | 20520 | 6110 | 14409 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510815 | 399035 | 388244 | 302287 | -282704 | 335647 |
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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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