Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427966.2764 | 306841.4106 | 121124.8658 | 1795025.3203 | 723000.7666 | 1072024.5537 |
Total P&L (%) | 427.9663 | 306.8414 | 121.1249 | 1795.0253 | 723.0008 | 1072.0246 |
Avg Daily Profit (%) | 0.2853 | 0.2046 | 0.0808 | 0.1963 | 0.1406 | 0.1642 |
Buy And Hold Return (%) | 91.947 | 91.947 | 91.947 | 91.947 | 91.947 | 91.947 |
Max Trade Drawdown | -80960 | -59458 | -52287 | -880480 | -718110 | -502741 |
Profit Factor | 1.4292 | 1.6382 | 1.2346 | 1.2613 | 1.1929 | 1.3435 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 341 | 182 | 159 | 341 | 182 | 159 |
Losing Trades | 151 | 64 | 87 | 151 | 64 | 87 |
Profitability (%) | 69.3089 | 73.9837 | 64.6341 | 69.3089 | 73.9837 | 64.6341 |
Ratio Avg Win / Avg Loss | 0.6329 | 0.5761 | 0.6755 | 0.5585 | 0.4195 | 0.7351 |
Largest Winning Trade | 17738 | 17738 | 16449 | 247756 | 113014 | 247756 |
Largest Losing Trade | -45535 | -45535 | -20255 | -563747 | -563747 | -177220 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Losers | 58 | 56 | 60 | 58 | 56 | 60 |
Bars Traded | 17721 | 8016 | 9704 | 17721 | 8016 | 9704 |
Profit Streak | 600.9684 | 602.2184 | 600.9684 | 600.9684 | 602.2184 | 600.9684 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430157 | 345481 | -150961 | 439894 | -10510 | 346563 |
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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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