Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561250.3073 | 382650.7143 | 178599.5931 | 1462131.7509 | 947025.1597 | 515106.5912 |
Total P&L (%) | 561.2503 | 382.6507 | 178.5996 | 1462.1318 | 947.0252 | 515.1066 |
Avg Daily Profit (%) | 0.5499 | 0.3749 | 0.175 | 0.2697 | 0.2304 | 0.1781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157876 | -106679 | -121957 | -541413 | -436712 | -444672 |
Profit Factor | 1.4909 | 1.5756 | 1.3733 | 1.3405 | 1.3615 | 1.3078 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 220 | 107 | 113 | 220 | 107 | 113 |
Losing Trades | 206 | 106 | 100 | 206 | 106 | 100 |
Profitability (%) | 51.6432 | 50.2347 | 53.0516 | 51.6432 | 50.2347 | 53.0516 |
Ratio Avg Win / Avg Loss | 1.3961 | 1.5608 | 1.2153 | 1.2552 | 1.3487 | 1.1573 |
Largest Winning Trade | 191165 | 191165 | 40131 | 509291 | 509291 | 170196 |
Largest Losing Trade | -34312 | -28703 | -34312 | -183007 | -149859 | -183007 |
Avg Bars in Trades | 6 | 7 | 6 | 6 | 7 | 6 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 2974 | 1560 | 1414 | 2974 | 1560 | 1414 |
Profit Streak | 13.7512 | 13.7512 | 15.0845 | 13.7512 | 13.7512 | 15.0845 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 596036 | 501823 | 368791 | 476728 | 385247 | 370345 |
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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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