Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344227.4976 | 211238.8253 | 132988.6722 | 1411430.3942 | 1190895.9513 | 220534.4429 |
Total P&L (%) | 344.2275 | 211.2388 | 132.9887 | 1411.4304 | 1190.896 | 220.5344 |
Avg Daily Profit (%) | 0.6609 | 0.4056 | 0.2553 | 0.5228 | 0.4923 | 0.2239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50921 | -19982 | -36574 | -993460 | -329332 | -727030 |
Profit Factor | 1.8929 | 2.3236 | 1.5887 | 1.4033 | 1.893 | 1.1018 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Losing Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Profitability (%) | 46.5035 | 46.8531 | 46.1538 | 46.5035 | 46.8531 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.1776 | 2.6358 | 1.8535 | 1.6143 | 2.1473 | 1.2854 |
Largest Winning Trade | 53676 | 53676 | 26213 | 431429 | 431429 | 265396 |
Largest Losing Trade | -20514 | -7387 | -20514 | -143495 | -139766 | -143495 |
Avg Bars in Trades | 86 | 80 | 91 | 86 | 80 | 91 |
Avg Bars in Winners | 128 | 124 | 133 | 128 | 124 | 133 |
Avg Bars in Losers | 49 | 42 | 56 | 49 | 42 | 56 |
Bars Traded | 24656 | 11544 | 13112 | 24656 | 11544 | 13112 |
Profit Streak | 0 | 24.2346 | 0 | 0 | 24.2346 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529976 | 478791 | 317279 | 438833 | 490569 | -102970 |
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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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