Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531691.6882 | 337831.6535 | 193860.0347 | 1768897.3126 | 1035568.3809 | 733328.9317 |
Total P&L (%) | 531.6917 | 337.8317 | 193.86 | 1768.8973 | 1035.5684 | 733.3289 |
Avg Daily Profit (%) | 0.5159 | 0.3278 | 0.1881 | 0.2845 | 0.236 | 0.2059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74757 | -82790 | -74388 | -473984 | -401120 | -365531 |
Profit Factor | 1.713 | 1.8178 | 1.5828 | 1.489 | 1.4886 | 1.4895 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 52.451 | 48.0392 | 56.8627 | 52.451 | 48.0392 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.5529 | 1.9662 | 1.2007 | 1.3498 | 1.6102 | 1.1299 |
Largest Winning Trade | 148324 | 148324 | 44442 | 584618 | 584618 | 327263 |
Largest Losing Trade | -39318 | -39318 | -33232 | -365531 | -217143 | -365531 |
Avg Bars in Trades | 58 | 62 | 55 | 58 | 62 | 55 |
Avg Bars in Winners | 70 | 81 | 61 | 70 | 81 | 61 |
Avg Bars in Losers | 46 | 44 | 47 | 46 | 44 | 47 |
Bars Traded | 12012 | 6357 | 5655 | 12012 | 6357 | 5655 |
Profit Streak | 17.7085 | 0 | 19.1252 | 17.7085 | 0 | 19.1252 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573691 | 400206 | 377921 | 430224 | 347347 | 377872 |
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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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