Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808704.9809 | 623582.4772 | 185122.5036 | 5655760.9899 | 2725770.3489 | 2929990.6409 |
Total P&L (%) | 808.705 | 623.5825 | 185.1225 | 5655.761 | 2725.7703 | 2929.9906 |
Avg Daily Profit (%) | 0.4535 | 0.3497 | 0.1038 | 0.2275 | 0.1875 | 0.1915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98997 | -50658 | -83538 | -5488879 | -3045601 | -3701548 |
Profit Factor | 1.9686 | 2.7373 | 1.389 | 1.2413 | 1.2887 | 1.2093 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Losing Trades | 155 | 75 | 80 | 155 | 75 | 80 |
Profitability (%) | 45.8042 | 47.5524 | 44.0559 | 45.8042 | 47.5524 | 44.0559 |
Ratio Avg Win / Avg Loss | 2.3293 | 3.0191 | 1.7637 | 1.4687 | 1.4213 | 1.5357 |
Largest Winning Trade | 260026 | 260026 | 77313 | 3285133 | 2918980 | 3285133 |
Largest Losing Trade | -32930 | -32930 | -27372 | -1269370 | -920600 | -1269370 |
Avg Bars in Trades | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Winners | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 5191 | 2258 | 2933 | 5191 | 2258 | 2933 |
Profit Streak | 0 | 7.7965 | 0 | 0 | 7.7965 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507094 | 517217 | -54867 | 293041 | 279819 | 230274 |
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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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