Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559709.4071 | 319676.6215 | 240032.7856 | 2985599.802 | 2391706.7471 | 593893.0549 |
Total P&L (%) | 559.7094 | 319.6766 | 240.0328 | 2985.5998 | 2391.7067 | 593.8931 |
Avg Daily Profit (%) | 0.3318 | 0.1895 | 0.1423 | 0.2035 | 0.1908 | 0.1149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86271 | -88718 | -59399 | -4509770 | -1869466 | -3201382 |
Profit Factor | 1.6671 | 1.7222 | 1.6055 | 1.2513 | 1.4032 | 1.0998 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 114 | 48 | 66 | 114 | 48 | 66 |
Losing Trades | 150 | 84 | 66 | 150 | 84 | 66 |
Profitability (%) | 43.1818 | 36.3636 | 50 | 43.1818 | 36.3636 | 50 |
Ratio Avg Win / Avg Loss | 2.1935 | 3.0138 | 1.6055 | 1.6464 | 2.4557 | 1.0998 |
Largest Winning Trade | 88700 | 88700 | 45218 | 2463745 | 2463745 | 1137359 |
Largest Losing Trade | -25204 | -18797 | -25204 | -967714 | -967714 | -605812 |
Avg Bars in Trades | 76 | 74 | 77 | 76 | 74 | 77 |
Avg Bars in Winners | 117 | 124 | 112 | 117 | 124 | 112 |
Avg Bars in Losers | 44 | 45 | 43 | 44 | 45 | 43 |
Bars Traded | 20084 | 9817 | 10267 | 20084 | 9817 | 10267 |
Profit Streak | 9.968 | 0 | 15.5513 | 9.968 | 0 | 15.5513 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421735 | 190374 | 11259 | 300889 | 153996 | -149552 |
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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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