Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552636.9477 | 370930.0305 | 181706.9171 | 2813801.8167 | 1418149.7869 | 1395652.0298 |
Total P&L (%) | 552.6369 | 370.93 | 181.7069 | 2813.8018 | 1418.1498 | 1395.652 |
Avg Daily Profit (%) | 0.5306 | 0.3561 | 0.1744 | 0.3243 | 0.2615 | 0.26 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80055 | -56374 | -94541 | -1336043 | -723242 | -702339 |
Profit Factor | 1.8053 | 2.2584 | 1.4642 | 1.6653 | 1.6847 | 1.6468 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 58.427 | 55.0562 | 61.7978 | 58.427 | 55.0562 | 61.7978 |
Ratio Avg Win / Avg Loss | 1.2846 | 1.8436 | 0.9051 | 1.185 | 1.3753 | 1.018 |
Largest Winning Trade | 107675 | 107675 | 35309 | 968609 | 968609 | 659651 |
Largest Losing Trade | -50783 | -27658 | -50783 | -510342 | -510342 | -412532 |
Avg Bars in Trades | 137 | 126 | 149 | 137 | 126 | 149 |
Avg Bars in Winners | 115 | 108 | 121 | 115 | 108 | 121 |
Avg Bars in Losers | 169 | 147 | 194 | 169 | 147 | 194 |
Bars Traded | 24528 | 11221 | 13307 | 24528 | 11221 | 13307 |
Profit Streak | 33.9337 | 33.9337 | 34.2671 | 33.9337 | 33.9337 | 34.2671 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604824 | 541417 | 353401 | 531622 | 447443 | 487870 |
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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) |
---|