Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383477.0883 | 313023.1987 | 70453.8895 | 2966997.1528 | 1508440.9931 | 1458556.1597 |
Total P&L (%) | 383.4771 | 313.0232 | 70.4539 | 2966.9972 | 1508.441 | 1458.5562 |
Avg Daily Profit (%) | 0.3068 | 0.2504 | 0.0564 | 0.2742 | 0.2225 | 0.2199 |
Buy And Hold Return (%) | 92.3689 | 92.3689 | 92.3689 | 92.3689 | 92.3689 | 92.3689 |
Max Trade Drawdown | -167094 | -46897 | -197600 | -803209 | -737730 | -825056 |
Profit Factor | 1.6455 | 2.756 | 1.1694 | 2.2058 | 2.3576 | 2.0808 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 144 | 70 | 74 | 130 | 64 | 66 |
Losing Trades | 25 | 14 | 11 | 39 | 20 | 19 |
Profitability (%) | 85.2071 | 83.3333 | 87.0588 | 76.9231 | 76.1905 | 77.6471 |
Ratio Avg Win / Avg Loss | 0.2857 | 0.5512 | 0.1738 | 0.6617 | 0.7368 | 0.599 |
Largest Winning Trade | 29068 | 29068 | 21180 | 309322 | 274401 | 309322 |
Largest Losing Trade | -136632 | -46897 | -136632 | -737730 | -737730 | -452585 |
Avg Bars in Trades | 14 | 16 | 11 | 14 | 16 | 11 |
Avg Bars in Winners | 6 | 7 | 6 | 9 | 10 | 8 |
Avg Bars in Losers | 55 | 59 | 50 | 29 | 33 | 24 |
Bars Traded | 2377 | 1360 | 1017 | 2377 | 1360 | 1017 |
Profit Streak | 41.2924 | 91.7924 | 41.2924 | 41.2924 | 91.7924 | 41.2924 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517695 | 496010 | -312849 | 594170 | 544847 | 532658 |
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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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