Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512783.9341 | 310039.0105 | 202744.9236 | 2112461.6491 | 1906269.276 | 206192.3731 |
Total P&L (%) | 512.7839 | 310.039 | 202.7449 | 2112.4616 | 1906.2693 | 206.1924 |
Avg Daily Profit (%) | 0.3027 | 0.183 | 0.1197 | 0.183 | 0.1772 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59018 | -81620 | -60380 | -1230148 | -352062 | -1367699 |
Profit Factor | 1.8376 | 2.0938 | 1.6167 | 1.5889 | 2.5068 | 1.0888 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 39.8773 | 35.8025 | 43.9024 | 39.8773 | 35.8025 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.7705 | 3.7545 | 2.0657 | 2.3956 | 4.4949 | 1.3913 |
Largest Winning Trade | 100938 | 100938 | 53687 | 635439 | 635439 | 464025 |
Largest Losing Trade | -41206 | -18222 | -41206 | -540221 | -244018 | -540221 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 35 | 34 | 35 | 35 | 34 | 35 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3344 | 1554 | 1790 | 3344 | 1554 | 1790 |
Profit Streak | 0 | 23.9812 | 0 | 0 | 23.9812 | 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 | 345509 | -5199 | -36718 | 289727 | -4035 | -234089 |
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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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