Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415346.2734 | 261814.0818 | 153532.1916 | 480947.9729 | 315645.6821 | 165302.2907 |
Total P&L (%) | 415.3463 | 261.8141 | 153.5322 | 480.948 | 315.6457 | 165.3023 |
Avg Daily Profit (%) | 0.3068 | 0.1934 | 0.1134 | 0.13 | 0.1053 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91988 | -83538 | -54116 | -320947 | -317894 | -147522 |
Profit Factor | 1.5587 | 1.6476 | 1.4528 | 1.2983 | 1.3584 | 1.2259 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
Profitability (%) | 38.1818 | 28.9157 | 47.561 | 38.1818 | 28.9157 | 47.561 |
Ratio Avg Win / Avg Loss | 2.5236 | 4.0503 | 1.6018 | 2.102 | 3.3395 | 1.3517 |
Largest Winning Trade | 143308 | 143308 | 42037 | 182692 | 182692 | 77691 |
Largest Losing Trade | -26070 | -12607 | -26070 | -58215 | -53395 | -58215 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 2670 | 1328 | 1342 | 2670 | 1328 | 1342 |
Profit Streak | 33.1504 | 33.1504 | 35.6504 | 33.1504 | 33.1504 | 35.6504 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318632 | -1385 | -44074 | -20704 | -62958 | -101645 |
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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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