Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561359.6515 | 312544.4051 | 248815.2464 | 1748771.4451 | 365242.0741 | 1383529.371 |
Total P&L (%) | 561.3597 | 312.5444 | 248.8152 | 1748.7714 | 365.2421 | 1383.5294 |
Avg Daily Profit (%) | 0.311 | 0.1731 | 0.1378 | 0.1617 | 0.0852 | 0.1495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72449 | -69303 | -43140 | -2680471 | -2479317 | -1719220 |
Profit Factor | 1.6271 | 1.6487 | 1.6019 | 1.0898 | 1.0373 | 1.1429 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 137 | 62 | 75 | 137 | 62 | 75 |
Losing Trades | 152 | 82 | 70 | 152 | 82 | 70 |
Profitability (%) | 47.4048 | 43.0556 | 51.7241 | 47.4048 | 43.0556 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.8053 | 2.1806 | 1.4951 | 1.2091 | 1.3719 | 1.0667 |
Largest Winning Trade | 99249 | 99249 | 60224 | 1216927 | 1216927 | 1039508 |
Largest Losing Trade | -36140 | -36140 | -26047 | -812879 | -812879 | -800101 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 7074 | 3670 | 3404 | 7074 | 3670 | 3404 |
Profit Streak | 6.3754 | 0 | 8.1254 | 6.3754 | 0 | 8.1254 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487395 | 285055 | -6108 | -112569 | -261297 | -55410 |
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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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