Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479459.7648 | 293885.1965 | 185574.5684 | 1062930.3756 | 694912.9313 | 368017.4443 |
Total P&L (%) | 479.4598 | 293.8852 | 185.5746 | 1062.9304 | 694.9129 | 368.0174 |
Avg Daily Profit (%) | 0.3541 | 0.2171 | 0.1371 | 0.1814 | 0.1532 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92601 | -84673 | -43315 | -520702 | -503700 | -214203 |
Profit Factor | 1.7243 | 1.8033 | 1.6267 | 1.4338 | 1.5172 | 1.3325 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 59 | 22 | 37 | 59 | 22 | 37 |
Losing Trades | 86 | 51 | 35 | 86 | 51 | 35 |
Profitability (%) | 40.6897 | 30.137 | 51.3889 | 40.6897 | 30.137 | 51.3889 |
Ratio Avg Win / Avg Loss | 2.5134 | 4.1804 | 1.5387 | 2.0899 | 3.5173 | 1.2604 |
Largest Winning Trade | 143308 | 143308 | 41453 | 297351 | 297351 | 142054 |
Largest Losing Trade | -26070 | -12607 | -26070 | -116534 | -106885 | -116534 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 31 | 37 | 28 | 31 | 37 | 28 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 2666 | 1313 | 1353 | 2666 | 1313 | 1353 |
Profit Streak | 31.7747 | 31.7747 | 34.2747 | 31.7747 | 31.7747 | 34.2747 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368835 | -67676 | -85442 | 285478 | -68703 | -118918 |
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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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