Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727243.4366 | 432667.7708 | 294575.6658 | 10608826.3902 | 4112669.3919 | 6496156.9983 |
Total P&L (%) | 727.2434 | 432.6678 | 294.5757 | 10608.8264 | 4112.6694 | 6496.157 |
Avg Daily Profit (%) | 0.4136 | 0.2461 | 0.1675 | 0.2662 | 0.213 | 0.2385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100988 | -97706 | -81773 | -3852349 | -3071245 | -2994560 |
Profit Factor | 1.68 | 1.8817 | 1.5089 | 1.3706 | 1.2825 | 1.4617 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 185 | 89 | 96 | 185 | 89 | 96 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 58.7302 | 56.6879 | 60.7595 | 58.7302 | 56.6879 | 60.7595 |
Ratio Avg Win / Avg Loss | 1.1805 | 1.4377 | 0.9745 | 0.9631 | 0.9799 | 0.944 |
Largest Winning Trade | 96167 | 96167 | 48075 | 2541451 | 2541451 | 1647244 |
Largest Losing Trade | -41216 | -25404 | -41216 | -2233970 | -1618379 | -2233970 |
Avg Bars in Trades | 66 | 60 | 71 | 66 | 60 | 71 |
Avg Bars in Winners | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Losers | 76 | 69 | 83 | 76 | 69 | 83 |
Bars Traded | 20855 | 9525 | 11330 | 20855 | 9525 | 11330 |
Profit Streak | 11.5192 | 0 | 16.9358 | 11.5192 | 0 | 16.9358 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552447 | 417957 | 333930 | 391048 | 273357 | 360379 |
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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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