Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388365.4512 | 266504.4066 | 121861.0445 | 235128.5507 | 189062.0832 | 46066.4675 |
Total P&L (%) | 388.3655 | 266.5044 | 121.861 | 235.1286 | 189.0621 | 46.0665 |
Avg Daily Profit (%) | 0.2858 | 0.1961 | 0.0897 | 0.089 | 0.0781 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112764 | -87259 | -73532 | -146436 | -146016 | -152218 |
Profit Factor | 1.5413 | 1.7558 | 1.334 | 1.2417 | 1.417 | 1.0887 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 76 | 45 | 31 | 76 | 45 | 31 |
Profitability (%) | 41.0853 | 30.7692 | 51.5625 | 41.0853 | 30.7692 | 51.5625 |
Ratio Avg Win / Avg Loss | 2.2101 | 3.9504 | 1.2531 | 1.7806 | 3.1882 | 1.0227 |
Largest Winning Trade | 151774 | 151774 | 42488 | 94908 | 94908 | 82336 |
Largest Losing Trade | -38145 | -21063 | -38145 | -57983 | -49434 | -57983 |
Avg Bars in Trades | 30 | 28 | 33 | 30 | 28 | 33 |
Avg Bars in Winners | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 3993 | 1822 | 2171 | 3993 | 1822 | 2171 |
Profit Streak | 52.5314 | 134.5314 | 52.5314 | 52.5314 | 134.5314 | 52.5314 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335107 | -126858 | -211369 | -74979 | -224489 | -418652 |
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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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