Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679499.87 | 544502.9469 | 134996.9231 | 1737633.7987 | 1665236.7835 | 72397.0151 |
Total P&L (%) | 679.4999 | 544.5029 | 134.9969 | 1737.6338 | 1665.2368 | 72.397 |
Avg Daily Profit (%) | 0.3439 | 0.2756 | 0.0683 | 0.1474 | 0.1454 | 0.0276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120890 | -110561 | -143450 | -1968606 | -1691966 | -1325896 |
Profit Factor | 1.6571 | 2.034 | 1.2661 | 1.1628 | 1.3096 | 1.0137 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 47.8261 | 45.6522 | 50 | 47.8261 | 45.6522 | 50 |
Ratio Avg Win / Avg Loss | 1.8078 | 2.4214 | 1.2661 | 1.2685 | 1.5591 | 1.0137 |
Largest Winning Trade | 157002 | 157002 | 72289 | 1104858 | 933684 | 1104858 |
Largest Losing Trade | -59826 | -26781 | -59826 | -705221 | -705221 | -612758 |
Avg Bars in Trades | 42 | 36 | 47 | 42 | 36 | 47 |
Avg Bars in Winners | 58 | 53 | 63 | 58 | 53 | 63 |
Avg Bars in Losers | 27 | 22 | 32 | 27 | 22 | 32 |
Bars Traded | 11650 | 5072 | 6578 | 11650 | 5072 | 6578 |
Profit Streak | 0 | 0 | 508.0688 | 0 | 0 | 508.0688 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468156 | 384121 | -101443 | -36669 | 30317 | -361143 |
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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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