Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503546.9736 | 299326.4213 | 204220.5523 | 4384784.6779 | 3512058.1623 | 872726.5156 |
Total P&L (%) | 503.547 | 299.3264 | 204.2206 | 4384.7847 | 3512.0582 | 872.7265 |
Avg Daily Profit (%) | 0.4834 | 0.2874 | 0.1961 | 0.3658 | 0.3449 | 0.2186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43016 | -40888 | -56734 | -2386529 | -774941 | -2392618 |
Profit Factor | 2.0083 | 2.3427 | 1.7387 | 1.5453 | 2.0774 | 1.1825 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Profitability (%) | 40.3226 | 38.7097 | 41.9355 | 40.3226 | 38.7097 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.9723 | 3.7093 | 2.4074 | 2.287 | 3.2892 | 1.6373 |
Largest Winning Trade | 64749 | 64749 | 35336 | 1778066 | 1778066 | 1464507 |
Largest Losing Trade | -16087 | -16087 | -15788 | -447552 | -310481 | -447552 |
Avg Bars in Trades | 100 | 91 | 108 | 100 | 91 | 108 |
Avg Bars in Winners | 182 | 164 | 199 | 182 | 164 | 199 |
Avg Bars in Losers | 44 | 45 | 42 | 44 | 45 | 42 |
Bars Traded | 24826 | 11389 | 13437 | 24826 | 11389 | 13437 |
Profit Streak | 7.8417 | 0 | 8.0083 | 7.8417 | 0 | 8.0083 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449513 | 295691 | 295084 | 372918 | 309974 | -13123 |
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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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