Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759873.9957 | 579055.5815 | 180818.4141 | 3938911.8355 | 1884267.9977 | 2054643.8378 |
Total P&L (%) | 759.874 | 579.0556 | 180.8184 | 3938.9118 | 1884.268 | 2054.6438 |
Avg Daily Profit (%) | 0.3033 | 0.2312 | 0.0722 | 0.1478 | 0.1193 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149796 | -91635 | -116493 | -6057858 | -3719282 | -3908496 |
Profit Factor | 1.3372 | 1.5276 | 1.1564 | 1.0904 | 1.0853 | 1.0956 |
Total Trades | 738 | 369 | 369 | 738 | 369 | 369 |
Winning Trades | 363 | 185 | 178 | 363 | 185 | 178 |
Losing Trades | 375 | 184 | 191 | 375 | 184 | 191 |
Profitability (%) | 49.187 | 50.1355 | 48.2385 | 49.187 | 50.1355 | 48.2385 |
Ratio Avg Win / Avg Loss | 1.3814 | 1.5193 | 1.2409 | 1.1264 | 1.0794 | 1.1757 |
Largest Winning Trade | 67776 | 67776 | 39942 | 1917910 | 1917910 | 926674 |
Largest Losing Trade | -53625 | -35322 | -53625 | -1647049 | -1062652 | -1647049 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7503 | 3753 | 3749 | 7503 | 3753 | 3749 |
Profit Streak | 6.9663 | 10.2996 | 0 | 6.9663 | 10.2996 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494402 | 475748 | -144030 | -111992 | -157676 | -143228 |
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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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