Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471203.2227 | 299940.1168 | 171263.1058 | 3015151.3573 | 2624235.7207 | 390915.6366 |
Total P&L (%) | 471.2032 | 299.9401 | 171.2631 | 3015.1514 | 2624.2357 | 390.9156 |
Avg Daily Profit (%) | 0.4524 | 0.2879 | 0.1644 | 0.3307 | 0.3178 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49058 | -55929 | -54068 | -1378244 | -417474 | -963180 |
Profit Factor | 1.8405 | 2.0801 | 1.6053 | 1.6027 | 2.119 | 1.1471 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 104 | 45 | 59 | 104 | 45 | 59 |
Losing Trades | 161 | 88 | 73 | 161 | 88 | 73 |
Profitability (%) | 39.2453 | 33.8346 | 44.697 | 39.2453 | 33.8346 | 44.697 |
Ratio Avg Win / Avg Loss | 2.8492 | 4.0678 | 1.9862 | 2.4811 | 4.1439 | 1.4193 |
Largest Winning Trade | 70373 | 70373 | 29778 | 900054 | 900054 | 537663 |
Largest Losing Trade | -18479 | -11357 | -18479 | -407908 | -186877 | -407908 |
Avg Bars in Trades | 93 | 87 | 100 | 93 | 87 | 100 |
Avg Bars in Winners | 162 | 159 | 164 | 162 | 159 | 164 |
Avg Bars in Losers | 49 | 50 | 48 | 49 | 50 | 48 |
Bars Traded | 24845 | 11640 | 13205 | 24845 | 11640 | 13205 |
Profit Streak | 8.7838 | 10.7421 | 0 | 8.7838 | 10.7421 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401170 | 233504 | 291203 | 362211 | 260382 | -53783 |
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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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