Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564484.1567 | 438122.5202 | 126361.6365 | 1110701.4053 | 251739.2553 | 858962.15 |
Total P&L (%) | 564.4842 | 438.1225 | 126.3616 | 1110.7014 | 251.7393 | 858.9622 |
Avg Daily Profit (%) | 0.3006 | 0.2333 | 0.0673 | 0.1329 | 0.067 | 0.1205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192778 | -112148 | -92897 | -6842221 | -5519571 | -3989513 |
Profit Factor | 1.4801 | 1.695 | 1.2317 | 1.027 | 1.0113 | 1.0454 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 161 | 86 | 75 | 161 | 86 | 75 |
Profitability (%) | 45.9732 | 42.2819 | 49.6644 | 45.9732 | 42.2819 | 49.6644 |
Ratio Avg Win / Avg Loss | 1.7394 | 2.3138 | 1.2483 | 1.2069 | 1.3806 | 1.0595 |
Largest Winning Trade | 125452 | 125452 | 38993 | 2163196 | 2163196 | 1339269 |
Largest Losing Trade | -36930 | -36930 | -34707 | -2097058 | -2097058 | -1645795 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 3738 | 1754 | 1984 | 3738 | 1754 | 1984 |
Profit Streak | 11.5487 | 0 | 39.5487 | 11.5487 | 0 | 39.5487 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435391 | 296415 | -102010 | -205123 | -314407 | -200979 |
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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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