Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514805.5523 | 315713.188 | 199092.3643 | 5375630.1388 | 4355625.1046 | 1020005.0342 |
Total P&L (%) | 514.8056 | 315.7132 | 199.0924 | 5375.6301 | 4355.6251 | 1020.005 |
Avg Daily Profit (%) | 0.4942 | 0.3031 | 0.1911 | 0.385 | 0.3652 | 0.2322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55691 | -50910 | -64239 | -871489 | -422685 | -868653 |
Profit Factor | 2.0618 | 2.4117 | 1.7621 | 2.0769 | 3.1255 | 1.3466 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Profitability (%) | 43.4043 | 42.3729 | 44.4444 | 43.4043 | 42.3729 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.6884 | 3.28 | 2.2027 | 2.7081 | 4.2507 | 1.6833 |
Largest Winning Trade | 59443 | 59443 | 32510 | 1485108 | 1485108 | 855206 |
Largest Losing Trade | -19614 | -13438 | -19614 | -327719 | -250709 | -327719 |
Avg Bars in Trades | 105 | 97 | 114 | 105 | 97 | 114 |
Avg Bars in Winners | 173 | 156 | 189 | 173 | 156 | 189 |
Avg Bars in Losers | 53 | 53 | 54 | 53 | 53 | 54 |
Bars Traded | 24851 | 11463 | 13388 | 24851 | 11463 | 13388 |
Profit Streak | 14.6525 | 14.6525 | 15.1525 | 14.6525 | 14.6525 | 15.1525 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511565 | 377277 | 326439 | 479019 | 460966 | 287069 |
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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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