Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625048.7727 | 465627.4694 | 159421.3033 | 2107952.9874 | 2157719.8147 | -49766.8273 |
Total P&L (%) | 625.0488 | 465.6275 | 159.4213 | 2107.953 | 2157.7198 | -49.7668 |
Avg Daily Profit (%) | 0.332 | 0.2473 | 0.0847 | 0.1645 | 0.1657 | -0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87335 | -70596 | -115448 | -1835995 | -1482814 | -2092373 |
Profit Factor | 1.4247 | 1.7767 | 1.1827 | 1.098 | 1.2292 | 0.9959 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 190 | 99 | 91 | 190 | 99 | 91 |
Losing Trades | 177 | 85 | 92 | 177 | 85 | 92 |
Profitability (%) | 51.7711 | 53.8043 | 49.7268 | 51.7711 | 53.8043 | 49.7268 |
Ratio Avg Win / Avg Loss | 1.3272 | 1.5255 | 1.1957 | 1.0229 | 1.0554 | 1.0068 |
Largest Winning Trade | 55720 | 45404 | 55720 | 738754 | 738754 | 615428 |
Largest Losing Trade | -38051 | -30744 | -38051 | -892425 | -519070 | -892425 |
Avg Bars in Trades | 30 | 23 | 37 | 30 | 23 | 37 |
Avg Bars in Winners | 31 | 20 | 43 | 31 | 20 | 43 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 11072 | 4281 | 6791 | 11072 | 4281 | 6791 |
Profit Streak | 10.8532 | 10.8532 | 13.6865 | 10.8532 | 10.8532 | 13.6865 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477189 | 475860 | -98506 | -101702 | 331893 | -578214 |
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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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