Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373864.218 | 172479.9918 | 201384.2262 | 1848335.5615 | 841490.2423 | 1006845.3192 |
Total P&L (%) | 373.8642 | 172.48 | 201.3842 | 1848.3356 | 841.4902 | 1006.8453 |
Avg Daily Profit (%) | 0.7178 | 0.3312 | 0.3867 | 0.5718 | 0.4315 | 0.4627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84628 | -45403 | -51191 | -2892300 | -1214194 | -1849908 |
Profit Factor | 1.6935 | 1.6104 | 1.7849 | 1.2111 | 1.1903 | 1.2324 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 129 | 61 | 68 | 129 | 61 | 68 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 49.2366 | 46.5649 | 51.9084 | 49.2366 | 46.5649 | 51.9084 |
Ratio Avg Win / Avg Loss | 1.746 | 1.848 | 1.6537 | 1.2487 | 1.3659 | 1.1418 |
Largest Winning Trade | 38285 | 38285 | 31981 | 885539 | 885539 | 519771 |
Largest Losing Trade | -14938 | -12351 | -14938 | -371199 | -371199 | -370938 |
Avg Bars in Trades | 94 | 95 | 93 | 94 | 95 | 93 |
Avg Bars in Winners | 113 | 118 | 109 | 113 | 118 | 109 |
Avg Bars in Losers | 75 | 75 | 75 | 75 | 75 | 75 |
Bars Traded | 24733 | 12482 | 12251 | 24733 | 12482 | 12251 |
Profit Streak | 5.4496 | 0 | 6.2204 | 5.4496 | 0 | 6.2204 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592852 | 348450 | 459636 | 430871 | -3331 | 364304 |
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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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