Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590363.5729 | 355080.5169 | 235283.056 | 3877145.8723 | 3067426.4394 | 809719.4329 |
Total P&L (%) | 590.3636 | 355.0805 | 235.2831 | 3877.1459 | 3067.4264 | 809.7194 |
Avg Daily Profit (%) | 0.348 | 0.2093 | 0.1387 | 0.2174 | 0.2039 | 0.1302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84550 | -104238 | -77810 | -598599 | -371116 | -658836 |
Profit Factor | 1.7198 | 1.9136 | 1.5452 | 1.9653 | 2.8028 | 1.3497 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 171 | 93 | 78 | 171 | 93 | 78 |
Profitability (%) | 39.1459 | 34.0426 | 44.2857 | 39.1459 | 34.0426 | 44.2857 |
Ratio Avg Win / Avg Loss | 2.6735 | 3.7076 | 1.944 | 3.0551 | 5.4304 | 1.6981 |
Largest Winning Trade | 88840 | 88840 | 50369 | 857123 | 857123 | 550861 |
Largest Losing Trade | -25579 | -17739 | -25579 | -323641 | -194804 | -323641 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 5052 | 2597 | 2455 | 5052 | 2597 | 2455 |
Profit Streak | 25.2584 | 47.9251 | 25.2584 | 25.2584 | 47.9251 | 25.2584 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415921 | 239156 | -6762 | 392771 | 314267 | -18814 |
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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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