Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518343.6143 | 380182.6769 | 138160.9374 | 1596778.4619 | 333581.8992 | 1263196.5627 |
Total P&L (%) | 518.3436 | 380.1827 | 138.1609 | 1596.7785 | 333.5819 | 1263.1966 |
Avg Daily Profit (%) | 0.2782 | 0.204 | 0.0741 | 0.1521 | 0.0787 | 0.1403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122719 | -93548 | -89386 | -5575918 | -3493975 | -3793584 |
Profit Factor | 1.4884 | 1.6785 | 1.2758 | 1.0554 | 1.0196 | 1.1075 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 150 | 72 | 78 | 150 | 72 | 78 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 53.9568 | 51.7986 | 56.1151 | 53.9568 | 51.7986 | 56.1151 |
Ratio Avg Win / Avg Loss | 1.2701 | 1.562 | 0.9977 | 0.9006 | 0.9488 | 0.8661 |
Largest Winning Trade | 59693 | 59693 | 33022 | 1502408 | 1502408 | 914621 |
Largest Losing Trade | -51327 | -51327 | -46432 | -1186616 | -1186616 | -809485 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3560 | 1780 | 1780 | 3560 | 1780 | 1780 |
Profit Streak | 19.5774 | 26.0774 | 19.5774 | 19.5774 | 26.0774 | 19.5774 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477037 | 421283 | -94240 | -150284 | -287624 | -107826 |
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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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