Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467549.6548 | 315298.9464 | 152250.7084 | 1994464.6955 | 454482.6281 | 1539982.0674 |
Total P&L (%) | 467.5497 | 315.2989 | 152.2507 | 1994.4647 | 454.4826 | 1539.9821 |
Avg Daily Profit (%) | 0.4488 | 0.3027 | 0.1462 | 0.2924 | 0.1646 | 0.2689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71976 | -71769 | -52549 | -1110053 | -1314431 | -733071 |
Profit Factor | 1.6277 | 1.8132 | 1.4263 | 1.2969 | 1.125 | 1.4997 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Losing Trades | 221 | 115 | 106 | 221 | 115 | 106 |
Profitability (%) | 32.2086 | 29.4479 | 34.9693 | 32.2086 | 29.4479 | 34.9693 |
Ratio Avg Win / Avg Loss | 3.4258 | 4.344 | 2.6524 | 2.7297 | 2.6953 | 2.7888 |
Largest Winning Trade | 99782 | 99782 | 34029 | 584022 | 584022 | 445969 |
Largest Losing Trade | -14703 | -13941 | -14703 | -283790 | -283790 | -160624 |
Avg Bars in Trades | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Winners | 167 | 179 | 157 | 167 | 179 | 157 |
Avg Bars in Losers | 32 | 34 | 30 | 32 | 34 | 30 |
Bars Traded | 24690 | 12534 | 12156 | 24690 | 12534 | 12156 |
Profit Streak | 20.5359 | 20.5359 | 22.2859 | 20.5359 | 20.5359 | 22.2859 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312288 | 92846 | -958 | 210562 | -83942 | 217556 |
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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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