Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674230.5202 | 458913.7341 | 215316.786 | 6806961.1092 | 2862038.3586 | 3944922.7506 |
Total P&L (%) | 674.2305 | 458.9137 | 215.3168 | 6806.9611 | 2862.0384 | 3944.9228 |
Avg Daily Profit (%) | 0.6473 | 0.4406 | 0.2067 | 0.4074 | 0.3258 | 0.3558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112673 | -66650 | -72028 | -5346826 | -2091290 | -4861218 |
Profit Factor | 1.7682 | 2.1202 | 1.4601 | 1.2528 | 1.2269 | 1.2756 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 49.6032 | 47.619 | 51.5873 | 49.6032 | 47.619 | 51.5873 |
Ratio Avg Win / Avg Loss | 1.7965 | 2.3322 | 1.3702 | 1.2728 | 1.3496 | 1.1971 |
Largest Winning Trade | 99737 | 99737 | 30693 | 2431538 | 2431538 | 1737417 |
Largest Losing Trade | -42764 | -23594 | -42764 | -2953702 | -1734933 | -2953702 |
Avg Bars in Trades | 96 | 83 | 109 | 96 | 83 | 109 |
Avg Bars in Winners | 104 | 84 | 123 | 104 | 84 | 123 |
Avg Bars in Losers | 88 | 83 | 94 | 88 | 83 | 94 |
Bars Traded | 24367 | 10582 | 13785 | 24367 | 10582 | 13785 |
Profit Streak | 0 | 0 | 50.5865 | 0 | 0 | 50.5865 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589588 | 452289 | 367496 | 387716 | 273765 | 387808 |
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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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