Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631326.0344 | 443542.7769 | 187783.2575 | 1297768.6919 | 370441.0647 | 927327.6273 |
Total P&L (%) | 631.326 | 443.5428 | 187.7833 | 1297.7687 | 370.4411 | 927.3276 |
Avg Daily Profit (%) | 0.3596 | 0.2527 | 0.107 | 0.1504 | 0.0883 | 0.1328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137837 | -153817 | -98050 | -442301 | -507547 | -269781 |
Profit Factor | 1.7539 | 2.1052 | 1.4306 | 1.4737 | 1.2555 | 1.7191 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 88 | 50 | 38 | 88 | 50 | 38 |
Profitability (%) | 44.3038 | 36.7089 | 51.8987 | 44.3038 | 36.7089 | 51.8987 |
Ratio Avg Win / Avg Loss | 2.2049 | 3.6297 | 1.3259 | 1.8527 | 2.1647 | 1.5933 |
Largest Winning Trade | 261706 | 261706 | 51960 | 292645 | 292645 | 209117 |
Largest Losing Trade | -39540 | -21929 | -39540 | -175707 | -139691 | -175707 |
Avg Bars in Trades | 131 | 127 | 135 | 131 | 127 | 135 |
Avg Bars in Winners | 199 | 197 | 200 | 199 | 197 | 200 |
Avg Bars in Losers | 77 | 86 | 64 | 77 | 86 | 64 |
Bars Traded | 20726 | 10048 | 10678 | 20726 | 10048 | 10678 |
Profit Streak | 30.5108 | 40.3441 | 30.5108 | 30.5108 | 40.3441 | 30.5108 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444303 | -19504 | -75465 | 341440 | -105793 | -38244 |
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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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