Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548321.5982 | 399215.0511 | 149106.5471 | 2329608.6213 | 2134550.4244 | 195058.1969 |
Total P&L (%) | 548.3216 | 399.2151 | 149.1065 | 2329.6086 | 2134.5504 | 195.0582 |
Avg Daily Profit (%) | 0.5264 | 0.3832 | 0.1431 | 0.3067 | 0.2987 | 0.1039 |
Buy And Hold Return (%) | 17.1651 | 17.1651 | 17.1651 | 17.1651 | 17.1651 | 17.1651 |
Max Trade Drawdown | -75589 | -67155 | -51091 | -1933426 | -1419220 | -947334 |
Profit Factor | 2.0141 | 2.4617 | 1.5572 | 1.3771 | 1.6605 | 1.0662 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 44.7917 | 41.6667 | 47.9167 | 44.7917 | 41.6667 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.4825 | 3.4463 | 1.6927 | 1.6973 | 2.3246 | 1.1589 |
Largest Winning Trade | 227122 | 227122 | 40686 | 2076082 | 2076082 | 552051 |
Largest Losing Trade | -24797 | -15006 | -24797 | -440906 | -440906 | -409307 |
Avg Bars in Trades | 127 | 119 | 136 | 127 | 119 | 136 |
Avg Bars in Winners | 192 | 180 | 202 | 192 | 180 | 202 |
Avg Bars in Losers | 75 | 75 | 75 | 75 | 75 | 75 |
Bars Traded | 24521 | 11441 | 13080 | 24521 | 11441 | 13080 |
Profit Streak | 16.8223 | 0 | 17.6973 | 16.8223 | 0 | 17.6973 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511439 | 372229 | 9902 | 366039 | 305545 | -202483 |
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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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