Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491179.98 | 265061.2192 | 226118.7608 | 3341908.8704 | 1432550.517 | 1909358.3534 |
Total P&L (%) | 491.18 | 265.0612 | 226.1188 | 3341.9089 | 1432.5505 | 1909.3584 |
Avg Daily Profit (%) | 0.2622 | 0.1415 | 0.1207 | 0.1891 | 0.1458 | 0.1603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53021 | -82975 | -62181 | -1390761 | -1161937 | -623783 |
Profit Factor | 1.9725 | 1.9772 | 1.9671 | 1.5859 | 1.4021 | 1.8917 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 57.8125 | 57.2917 | 58.3333 | 57.8125 | 57.2917 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.4394 | 1.4739 | 1.405 | 1.1573 | 1.0452 | 1.3512 |
Largest Winning Trade | 55046 | 55046 | 50656 | 991703 | 991703 | 674586 |
Largest Losing Trade | -34650 | -31665 | -34650 | -813179 | -813179 | -272870 |
Avg Bars in Trades | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Winners | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Losers | 24 | 36 | 12 | 24 | 36 | 12 |
Bars Traded | 5332 | 2939 | 2393 | 5332 | 2939 | 2393 |
Profit Streak | 31.7065 | 0 | 34.3732 | 31.7065 | 0 | 34.3732 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490512 | -824 | -27612 | 454029 | 122884 | 424102 |
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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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