Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553176.2518 | 394103.5031 | 159072.7487 | 3736477.9909 | 1454551.5883 | 2281926.4026 |
Total P&L (%) | 553.1763 | 394.1035 | 159.0727 | 3736.478 | 1454.5516 | 2281.9264 |
Avg Daily Profit (%) | 0.3069 | 0.2187 | 0.0883 | 0.2026 | 0.1524 | 0.1761 |
Buy And Hold Return (%) | 74.919 | 74.919 | 74.919 | 74.919 | 74.919 | 74.919 |
Max Trade Drawdown | -84762 | -68909 | -57386 | -1554292 | -1217736 | -994498 |
Profit Factor | 1.4626 | 1.7029 | 1.2505 | 1.2966 | 1.2127 | 1.3962 |
Total Trades | 540 | 270 | 270 | 540 | 270 | 270 |
Winning Trades | 373 | 191 | 182 | 373 | 191 | 182 |
Losing Trades | 167 | 79 | 88 | 167 | 79 | 88 |
Profitability (%) | 69.0741 | 70.7407 | 67.4074 | 69.0741 | 70.7407 | 67.4074 |
Ratio Avg Win / Avg Loss | 0.6548 | 0.7043 | 0.6046 | 0.5805 | 0.5016 | 0.6751 |
Largest Winning Trade | 31204 | 31204 | 18121 | 464210 | 282843 | 464210 |
Largest Losing Trade | -49467 | -44867 | -49467 | -926853 | -926853 | -379693 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 32 | 30 | 35 | 32 | 30 | 35 |
Bars Traded | 10632 | 4877 | 5754 | 10632 | 4877 | 5754 |
Profit Streak | 607.8229 | 608.9895 | 607.8229 | 607.8229 | 608.9895 | 607.8229 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536138 | 413150 | -79104 | 467494 | 357135 | 389254 |
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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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