Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612475.5469 | 362638.7109 | 249836.836 | 3789370.2217 | 2940179.5198 | 849190.702 |
Total P&L (%) | 612.4755 | 362.6387 | 249.8368 | 3789.3702 | 2940.1795 | 849.1907 |
Avg Daily Profit (%) | 0.3649 | 0.216 | 0.1488 | 0.2183 | 0.2036 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153909 | -156079 | -80635 | -2205074 | -1516968 | -1995247 |
Profit Factor | 1.514 | 1.6113 | 1.4175 | 1.3469 | 1.5132 | 1.1635 |
Total Trades | 405 | 203 | 202 | 405 | 203 | 202 |
Winning Trades | 175 | 85 | 90 | 175 | 85 | 90 |
Losing Trades | 230 | 118 | 112 | 230 | 118 | 112 |
Profitability (%) | 43.2099 | 41.8719 | 44.5545 | 43.2099 | 41.8719 | 44.5545 |
Ratio Avg Win / Avg Loss | 1.9898 | 2.2369 | 1.764 | 1.7702 | 2.1007 | 1.4479 |
Largest Winning Trade | 84474 | 84474 | 42665 | 1957379 | 1957379 | 864653 |
Largest Losing Trade | -21835 | -21835 | -17821 | -971855 | -971855 | -801412 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 6664 | 3399 | 3265 | 6664 | 3399 | 3265 |
Profit Streak | 9.0613 | 26.0613 | 0 | 9.0613 | 26.0613 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445386 | 340247 | 224240 | 363528 | 331551 | -55565 |
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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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