Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591984.7045 | 425573.4996 | 166411.2049 | 2587020.4476 | 1296741.3153 | 1290279.1324 |
Total P&L (%) | 591.9847 | 425.5735 | 166.4112 | 2587.0204 | 1296.7413 | 1290.2791 |
Avg Daily Profit (%) | 0.2369 | 0.1703 | 0.0666 | 0.1318 | 0.1056 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91353 | -96919 | -54910 | -1377019 | -795707 | -1059676 |
Profit Factor | 1.6671 | 1.9028 | 1.4 | 1.379 | 1.3702 | 1.3882 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 117 | 50 | 67 | 117 | 50 | 67 |
Losing Trades | 152 | 84 | 68 | 152 | 84 | 68 |
Profitability (%) | 43.4944 | 37.3134 | 49.6296 | 43.4944 | 37.3134 | 49.6296 |
Ratio Avg Win / Avg Loss | 2.1658 | 3.1967 | 1.4209 | 1.7915 | 2.3019 | 1.409 |
Largest Winning Trade | 102084 | 102084 | 46783 | 815558 | 815558 | 766220 |
Largest Losing Trade | -32821 | -27982 | -32821 | -1059676 | -282431 | -1059676 |
Avg Bars in Trades | 54 | 77 | 31 | 54 | 77 | 31 |
Avg Bars in Winners | 88 | 149 | 43 | 88 | 149 | 43 |
Avg Bars in Losers | 28 | 35 | 20 | 28 | 35 | 20 |
Bars Traded | 14704 | 10416 | 4288 | 14704 | 10416 | 4288 |
Profit Streak | 119.0224 | 119.0224 | 152.189 | 119.0224 | 119.0224 | 152.189 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425169 | 244994 | -102293 | -14728 | -54202 | -50235 |
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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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