Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488968.0933 | 347960.5397 | 141007.5535 | 1037856.753 | 506737.8321 | 531118.9209 |
Total P&L (%) | 488.9681 | 347.9605 | 141.0076 | 1037.8568 | 506.7378 | 531.1189 |
Avg Daily Profit (%) | 0.4694 | 0.334 | 0.1354 | 0.2337 | 0.1732 | 0.177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83182 | -66970 | -50110 | -1603634 | -1334448 | -958880 |
Profit Factor | 1.8514 | 2.1618 | 1.5131 | 1.1436 | 1.1361 | 1.1514 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 120 | 52 | 68 | 120 | 52 | 68 |
Losing Trades | 152 | 84 | 68 | 152 | 84 | 68 |
Profitability (%) | 44.1176 | 38.2353 | 50 | 44.1176 | 38.2353 | 50 |
Ratio Avg Win / Avg Loss | 2.3451 | 3.4921 | 1.5131 | 1.4485 | 1.8353 | 1.1514 |
Largest Winning Trade | 180872 | 180872 | 37274 | 1138206 | 1138206 | 484151 |
Largest Losing Trade | -17816 | -12377 | -17816 | -256936 | -178052 | -256936 |
Avg Bars in Trades | 91 | 71 | 110 | 91 | 71 | 110 |
Avg Bars in Winners | 156 | 126 | 178 | 156 | 126 | 178 |
Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
Bars Traded | 24760 | 9704 | 15056 | 24760 | 9704 | 15056 |
Profit Streak | 11.5499 | 0 | 13.0916 | 11.5499 | 0 | 13.0916 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475323 | 291970 | -9405 | -54526 | -66641 | -45686 |
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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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