Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529283.0701 | 388589.9082 | 140693.1618 | 1380023.9084 | 624351.2468 | 755672.6616 |
Total P&L (%) | 529.2831 | 388.5899 | 140.6932 | 1380.0239 | 624.3512 | 755.6727 |
Avg Daily Profit (%) | 0.24 | 0.1762 | 0.0638 | 0.1223 | 0.0898 | 0.0974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114670 | -78296 | -106167 | -1346934 | -953439 | -679712 |
Profit Factor | 1.4754 | 1.6706 | 1.2635 | 1.1766 | 1.1431 | 1.2189 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 180 | 89 | 91 | 180 | 89 | 91 |
Losing Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Profitability (%) | 48.2574 | 47.8495 | 48.6631 | 48.2574 | 47.8495 | 48.6631 |
Ratio Avg Win / Avg Loss | 1.5819 | 1.8208 | 1.3329 | 1.2615 | 1.2458 | 1.2859 |
Largest Winning Trade | 108448 | 108448 | 33576 | 853411 | 853411 | 213932 |
Largest Losing Trade | -25239 | -25239 | -24096 | -382988 | -382988 | -296630 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 8707 | 4583 | 4124 | 8707 | 4583 | 4124 |
Profit Streak | 39.2694 | 39.2694 | 59.5194 | 39.2694 | 39.2694 | 59.5194 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490531 | 395612 | -106294 | -52671 | -135358 | -61353 |
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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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