Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021753.9462 | 733534.1026 | 288219.8436 | 5667633.3915 | 1488457.3748 | 4179176.0167 |
Total P&L (%) | 1021.7539 | 733.5341 | 288.2198 | 5667.6334 | 1488.4574 | 4179.176 |
Avg Daily Profit (%) | 0.6891 | 0.4947 | 0.1944 | 0.2739 | 0.1867 | 0.2537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66794 | -147721 | -77667 | -1750931 | -2454229 | -1137225 |
Profit Factor | 1.9563 | 2.2199 | 1.617 | 1.2976 | 1.1365 | 1.5132 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 139 | 57 | 82 | 139 | 57 | 82 |
Losing Trades | 247 | 136 | 111 | 247 | 136 | 111 |
Profitability (%) | 36.0104 | 29.5337 | 42.487 | 36.0104 | 29.5337 | 42.487 |
Ratio Avg Win / Avg Loss | 3.4763 | 5.2966 | 2.1888 | 2.3058 | 2.7117 | 2.0484 |
Largest Winning Trade | 541118 | 541118 | 35777 | 1365285 | 1365285 | 1258298 |
Largest Losing Trade | -24289 | -24289 | -21360 | -631068 | -631068 | -594257 |
Avg Bars in Trades | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Winners | 77 | 83 | 73 | 77 | 83 | 73 |
Avg Bars in Losers | 27 | 33 | 19 | 27 | 33 | 19 |
Bars Traded | 17503 | 9276 | 8227 | 17503 | 9276 | 8227 |
Profit Streak | 15.137 | 0 | 16.5536 | 15.137 | 0 | 16.5536 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471483 | 194524 | 314686 | 252429 | -70675 | 327661 |
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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) |
---|