Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465009.9018 | 283032.5459 | 181977.3559 | 1060878.8567 | 804526.3553 | 256352.5014 |
Total P&L (%) | 465.0099 | 283.0325 | 181.9774 | 1060.8789 | 804.5264 | 256.3525 |
Avg Daily Profit (%) | 0.3436 | 0.2092 | 0.1345 | 0.1813 | 0.1629 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117587 | -79149 | -63794 | -673948 | -722095 | -437623 |
Profit Factor | 1.7495 | 1.8256 | 1.6556 | 1.2792 | 1.3893 | 1.1479 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 38.5827 | 31.25 | 46.0317 | 38.5827 | 31.25 | 46.0317 |
Ratio Avg Win / Avg Loss | 2.7849 | 4.0163 | 1.941 | 2.0362 | 3.0565 | 1.3458 |
Largest Winning Trade | 142361 | 142361 | 46868 | 429627 | 429627 | 303567 |
Largest Losing Trade | -28940 | -19711 | -28940 | -263987 | -195593 | -263987 |
Avg Bars in Trades | 125 | 117 | 134 | 125 | 117 | 134 |
Avg Bars in Winners | 218 | 227 | 213 | 218 | 227 | 213 |
Avg Bars in Losers | 67 | 67 | 67 | 67 | 67 | 67 |
Bars Traded | 15966 | 7500 | 8466 | 15966 | 7500 | 8466 |
Profit Streak | 18.6736 | 32.5903 | 0 | 18.6736 | 32.5903 | 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 | 310443 | -135046 | -158595 | 194540 | -136747 | -273640 |
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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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