Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512638.9235 | 357930.0795 | 154708.844 | 4014031.8151 | 1579918.112 | 2434113.7031 |
Total P&L (%) | 512.6389 | 357.9301 | 154.7088 | 4014.0318 | 1579.9181 | 2434.1137 |
Avg Daily Profit (%) | 0.3418 | 0.2386 | 0.1031 | 0.2481 | 0.1883 | 0.2157 |
Buy And Hold Return (%) | 72.2787 | 72.2787 | 72.2787 | 72.2787 | 72.2787 | 72.2787 |
Max Trade Drawdown | -72096 | -61318 | -44330 | -1426055 | -1211014 | -598147 |
Profit Factor | 1.5107 | 1.7387 | 1.2979 | 1.3605 | 1.2545 | 1.4943 |
Total Trades | 510 | 255 | 255 | 510 | 255 | 255 |
Winning Trades | 351 | 190 | 161 | 351 | 190 | 161 |
Losing Trades | 159 | 65 | 94 | 159 | 65 | 94 |
Profitability (%) | 68.8235 | 74.5098 | 63.1373 | 68.8235 | 74.5098 | 63.1373 |
Ratio Avg Win / Avg Loss | 0.6843 | 0.5948 | 0.7578 | 0.6163 | 0.4292 | 0.8724 |
Largest Winning Trade | 16449 | 16010 | 16449 | 503741 | 239816 | 503741 |
Largest Losing Trade | -46688 | -46688 | -21752 | -1211014 | -1211014 | -400784 |
Avg Bars in Trades | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Winners | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Losers | 53 | 52 | 53 | 53 | 52 | 53 |
Bars Traded | 17850 | 8104 | 9746 | 17850 | 8104 | 9746 |
Profit Streak | 610.032 | 611.282 | 610.032 | 610.032 | 611.282 | 610.032 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540631 | 418771 | -59770 | 478775 | 382151 | 390288 |
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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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