Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457358.76 | 253705.7842 | 203652.9758 | 1946778.4957 | 1561669.3645 | 385109.1312 |
Total P&L (%) | 457.3588 | 253.7058 | 203.653 | 1946.7785 | 1561.6694 | 385.1091 |
Avg Daily Profit (%) | 0.4391 | 0.2436 | 0.1955 | 0.2902 | 0.2702 | 0.1517 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96624 | -74352 | -56749 | -4297686 | -2370391 | -2633480 |
Profit Factor | 1.6557 | 1.7556 | 1.5629 | 1.1406 | 1.2471 | 1.0512 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 152 | 72 | 80 | 152 | 72 | 80 |
Losing Trades | 144 | 76 | 68 | 144 | 76 | 68 |
Profitability (%) | 51.3514 | 48.6486 | 54.0541 | 51.3514 | 48.6486 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.5685 | 1.8532 | 1.3285 | 1.0806 | 1.3164 | 0.8935 |
Largest Winning Trade | 127067 | 127067 | 30739 | 950632 | 950632 | 755806 |
Largest Losing Trade | -43202 | -26133 | -43202 | -1119026 | -1119026 | -575542 |
Avg Bars in Trades | 83 | 66 | 100 | 83 | 66 | 100 |
Avg Bars in Winners | 82 | 64 | 98 | 82 | 64 | 98 |
Avg Bars in Losers | 84 | 68 | 102 | 84 | 68 | 102 |
Bars Traded | 24702 | 9871 | 14830 | 24702 | 9871 | 14830 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522840 | 382829 | 346911 | -55316 | 277565 | -158323 |
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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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