Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418769.5979 | 252670.725 | 166098.8729 | 1905765.2079 | 1574376.5909 | 331388.617 |
Total P&L (%) | 418.7696 | 252.6707 | 166.0989 | 1905.7652 | 1574.3766 | 331.3886 |
Avg Daily Profit (%) | 0.402 | 0.2426 | 0.1595 | 0.2883 | 0.2709 | 0.1404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56542 | -46425 | -50415 | -1559057 | -599970 | -1491065 |
Profit Factor | 1.7646 | 1.9589 | 1.5845 | 1.3521 | 1.6288 | 1.1139 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 174 | 92 | 82 | 174 | 92 | 82 |
Profitability (%) | 34.5865 | 30.8271 | 38.3459 | 34.5865 | 30.8271 | 38.3459 |
Ratio Avg Win / Avg Loss | 3.3375 | 4.3955 | 2.5477 | 2.5573 | 3.6548 | 1.791 |
Largest Winning Trade | 66591 | 66591 | 36321 | 1072769 | 1072769 | 760845 |
Largest Losing Trade | -11723 | -9108 | -11723 | -229987 | -229987 | -213373 |
Avg Bars in Trades | 93 | 92 | 94 | 93 | 92 | 94 |
Avg Bars in Winners | 189 | 194 | 186 | 189 | 194 | 186 |
Avg Bars in Losers | 42 | 47 | 37 | 42 | 47 | 37 |
Bars Traded | 24817 | 12293 | 12524 | 24817 | 12293 | 12524 |
Profit Streak | 8.8209 | 0 | 8.9042 | 8.8209 | 0 | 8.9042 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315374 | 145732 | 221163 | 229404 | 146517 | -103708 |
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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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