Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615733.5064 | 487548.6701 | 128184.8362 | 1034085.7473 | 624577.437 | 409508.3103 |
Total P&L (%) | 615.7335 | 487.5487 | 128.1848 | 1034.0857 | 624.5774 | 409.5083 |
Avg Daily Profit (%) | 0.3301 | 0.2614 | 0.0687 | 0.1303 | 0.1062 | 0.0873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99245 | -119934 | -63664 | -1286010 | -996766 | -663948 |
Profit Factor | 1.7137 | 2.0219 | 1.3324 | 1.1401 | 1.1522 | 1.125 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 122 | 54 | 68 | 122 | 54 | 68 |
Losing Trades | 117 | 65 | 52 | 117 | 65 | 52 |
Profitability (%) | 51.046 | 45.3782 | 56.6667 | 51.046 | 45.3782 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.6435 | 2.4338 | 1.0189 | 1.0934 | 1.3869 | 0.8603 |
Largest Winning Trade | 346324 | 346324 | 29211 | 725102 | 725102 | 314193 |
Largest Losing Trade | -36667 | -25428 | -36667 | -545774 | -297789 | -545774 |
Avg Bars in Trades | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Winners | 26 | 31 | 21 | 26 | 31 | 21 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 5487 | 3029 | 2458 | 5487 | 3029 | 2458 |
Profit Streak | 5.3081 | 0 | 8.3081 | 5.3081 | 0 | 8.3081 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531788 | 368299 | -99318 | -82712 | -105603 | -159503 |
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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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