Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532026.4017 | 342135.7138 | 189890.6879 | 903222.2813 | 361993.5807 | 541228.7006 |
Total P&L (%) | 532.0264 | 342.1357 | 189.8907 | 903.2223 | 361.9936 | 541.2287 |
Avg Daily Profit (%) | 0.2926 | 0.1882 | 0.1044 | 0.1269 | 0.0842 | 0.1023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85349 | -53485 | -61351 | -753114 | -503857 | -490120 |
Profit Factor | 1.8321 | 2.1632 | 1.55 | 1.2084 | 1.1811 | 1.2319 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 36.2963 | 29.4118 | 43.2836 | 36.2963 | 29.4118 | 43.2836 |
Ratio Avg Win / Avg Loss | 3.2155 | 5.1916 | 2.031 | 2.1209 | 2.8345 | 1.6142 |
Largest Winning Trade | 241998 | 241998 | 74160 | 471919 | 471919 | 327348 |
Largest Losing Trade | -27253 | -21585 | -27253 | -254055 | -156681 | -254055 |
Avg Bars in Trades | 153 | 75 | 232 | 153 | 75 | 232 |
Avg Bars in Winners | 318 | 165 | 424 | 318 | 165 | 424 |
Avg Bars in Losers | 58 | 37 | 85 | 58 | 37 | 85 |
Bars Traded | 20679 | 5109 | 15570 | 20679 | 5109 | 15570 |
Profit Streak | 22.3834 | 22.3834 | 55.7167 | 22.3834 | 22.3834 | 55.7167 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301552 | -107645 | -169416 | -26483 | -220064 | -173858 |
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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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