Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776348.7085 | 640549.2998 | 135799.4088 | 707212.6348 | 321393.5347 | 385819.1002 |
Total P&L (%) | 776.3487 | 640.5493 | 135.7994 | 707.2126 | 321.3935 | 385.8191 |
Avg Daily Profit (%) | 0.4842 | 0.3995 | 0.0847 | 0.1303 | 0.0898 | 0.0986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106712 | -117273 | -88509 | -378889 | -379512 | -399400 |
Profit Factor | 1.8843 | 2.3833 | 1.3273 | 1.2391 | 1.2075 | 1.2739 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 151 | 82 | 69 | 151 | 82 | 69 |
Profitability (%) | 31.6742 | 26.1261 | 37.2727 | 31.6742 | 26.1261 | 37.2727 |
Ratio Avg Win / Avg Loss | 4.0646 | 6.7389 | 2.2338 | 2.673 | 3.4144 | 2.1438 |
Largest Winning Trade | 421734 | 421734 | 55682 | 444572 | 444572 | 177006 |
Largest Losing Trade | -21143 | -15543 | -21143 | -90852 | -80743 | -90852 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 47 | 44 | 49 | 47 | 44 | 49 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 4711 | 2121 | 2590 | 4711 | 2121 | 2590 |
Profit Streak | 46.5875 | 46.5875 | 70.2541 | 46.5875 | 46.5875 | 70.2541 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336236 | -9991 | -82478 | -22483 | -96780 | -64222 |
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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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