Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491475.908 | 273719.2106 | 217756.6973 | 1602118.2601 | 1596332.0038 | 5786.2562 |
Total P&L (%) | 491.4759 | 273.7192 | 217.7567 | 1602.1183 | 1596.332 | 5.7863 |
Avg Daily Profit (%) | 0.3613 | 0.2012 | 0.1601 | 0.2086 | 0.2083 | 0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102386 | -71009 | -61337 | -2574810 | -1738027 | -1388952 |
Profit Factor | 1.5482 | 1.6311 | 1.4706 | 1.1284 | 1.2637 | 1.0009 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 45.7249 | 44.7761 | 46.6667 | 45.7249 | 44.7761 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8377 | 2.0117 | 1.6807 | 1.3394 | 1.5586 | 1.1439 |
Largest Winning Trade | 66879 | 66879 | 45287 | 849152 | 849152 | 528495 |
Largest Losing Trade | -38346 | -38346 | -30631 | -864521 | -703405 | -864521 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 4078 | 2148 | 1930 | 4078 | 2148 | 1930 |
Profit Streak | 2.6024 | 0 | 2.9358 | 2.6024 | 0 | 2.9358 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367688 | 315618 | 255380 | -72640 | 256662 | -575030 |
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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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