Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1133602.4714 | 1008752.0043 | 124850.4671 | 482043.3928 | 171460.2205 | 310583.1723 |
Total P&L (%) | 1133.6025 | 1008.752 | 124.8505 | 482.0434 | 171.4602 | 310.5832 |
Avg Daily Profit (%) | 0.4874 | 0.4337 | 0.0537 | 0.0758 | 0.0429 | 0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156941 | -135538 | -175084 | -1564779 | -1256978 | -449901 |
Profit Factor | 1.6843 | 2.2068 | 1.1521 | 1.0745 | 1.0467 | 1.1108 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 138 | 62 | 76 | 138 | 62 | 76 |
Losing Trades | 166 | 90 | 76 | 166 | 90 | 76 |
Profitability (%) | 45.3947 | 40.7895 | 50 | 45.3947 | 40.7895 | 50 |
Ratio Avg Win / Avg Loss | 2.0261 | 3.2034 | 1.1521 | 1.2925 | 1.5194 | 1.1108 |
Largest Winning Trade | 605896 | 605896 | 47641 | 1081659 | 1081659 | 206759 |
Largest Losing Trade | -53827 | -27875 | -53827 | -330405 | -330405 | -283389 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 4621 | 2297 | 2324 | 4621 | 2297 | 2324 |
Profit Streak | 26.6175 | 26.6175 | 33.6175 | 26.6175 | 26.6175 | 33.6175 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531997 | 421654 | -173353 | -229316 | -306087 | -209420 |
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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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