Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591536.4578 | 369309.3147 | 222227.1431 | 1912677.2625 | 395205.7494 | 1517471.5131 |
Total P&L (%) | 591.5365 | 369.3093 | 222.2271 | 1912.6773 | 395.2057 | 1517.4715 |
Avg Daily Profit (%) | 0.3396 | 0.212 | 0.1276 | 0.1725 | 0.0919 | 0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78714 | -149862 | -41555 | -661275 | -735089 | -391715 |
Profit Factor | 1.8549 | 1.9176 | 1.7678 | 1.6216 | 1.2044 | 2.3269 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 52.1739 | 43.4783 | 60.8696 | 52.1739 | 43.4783 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.7004 | 2.4929 | 1.1364 | 1.4865 | 1.5658 | 1.4958 |
Largest Winning Trade | 120527 | 120527 | 48323 | 367473 | 361471 | 367473 |
Largest Losing Trade | -34315 | -34315 | -31426 | -363523 | -363523 | -300982 |
Avg Bars in Trades | 73 | 67 | 80 | 73 | 67 | 80 |
Avg Bars in Winners | 89 | 85 | 92 | 89 | 85 | 92 |
Avg Bars in Losers | 56 | 53 | 62 | 56 | 53 | 62 |
Bars Traded | 10189 | 4630 | 5559 | 10189 | 4630 | 5559 |
Profit Streak | 32.079 | 0 | 39.579 | 32.079 | 0 | 39.579 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501804 | -93129 | -120178 | 394179 | -174172 | -88708 |
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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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