Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499215.4151 | 334494.5039 | 164720.9111 | 2679586.0148 | 1942365.4168 | 737220.598 |
Total P&L (%) | 499.2154 | 334.4945 | 164.7209 | 2679.586 | 1942.3654 | 737.2206 |
Avg Daily Profit (%) | 0.4792 | 0.3211 | 0.1581 | 0.3197 | 0.29 | 0.2042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78989 | -80886 | -65060 | -1240203 | -711369 | -945022 |
Profit Factor | 1.5494 | 1.8162 | 1.3302 | 1.4168 | 1.6598 | 1.2116 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 59.7744 | 59.3985 | 60.1504 | 59.7744 | 59.3985 | 60.1504 |
Ratio Avg Win / Avg Loss | 1.0427 | 1.2415 | 0.8813 | 0.9535 | 1.1345 | 0.8027 |
Largest Winning Trade | 41754 | 41754 | 25711 | 764884 | 764884 | 306906 |
Largest Losing Trade | -35208 | -33253 | -35208 | -547173 | -368793 | -547173 |
Avg Bars in Trades | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Winners | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Losers | 92 | 92 | 92 | 92 | 92 | 92 |
Bars Traded | 24691 | 12349 | 12342 | 24691 | 12349 | 12342 |
Profit Streak | 10.6822 | 14.5572 | 10.6822 | 10.6822 | 14.5572 | 10.6822 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553359 | 453537 | 274582 | 430101 | 448101 | 277657 |
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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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