Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709981.9642 | 539497.6848 | 170484.2794 | 903537.2918 | 358928.1903 | 544609.1016 |
Total P&L (%) | 709.982 | 539.4977 | 170.4843 | 903.5373 | 358.9282 | 544.6091 |
Avg Daily Profit (%) | 0.4058 | 0.3084 | 0.0975 | 0.1319 | 0.0871 | 0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74899 | -123982 | -58511 | -556854 | -655849 | -403537 |
Profit Factor | 2.0091 | 2.3355 | 1.569 | 1.203 | 1.1455 | 1.2746 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 80 | 47 | 33 | 80 | 47 | 33 |
Profitability (%) | 37.9845 | 27.6923 | 48.4375 | 37.9845 | 27.6923 | 48.4375 |
Ratio Avg Win / Avg Loss | 3.2802 | 6.0982 | 1.6702 | 1.9641 | 2.991 | 1.3568 |
Largest Winning Trade | 386199 | 386199 | 51878 | 489692 | 489692 | 245945 |
Largest Losing Trade | -23760 | -21333 | -23760 | -266506 | -158189 | -266506 |
Avg Bars in Trades | 158 | 140 | 177 | 158 | 140 | 177 |
Avg Bars in Winners | 292 | 310 | 282 | 292 | 310 | 282 |
Avg Bars in Losers | 77 | 75 | 79 | 77 | 75 | 79 |
Bars Traded | 20502 | 9121 | 11381 | 20502 | 9121 | 11381 |
Profit Streak | 23.7454 | 45.5787 | 0 | 23.7454 | 45.5787 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353853 | -135938 | -199819 | -19694 | -285355 | -190147 |
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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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