Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432053.4118 | 269558.2843 | 162495.1275 | 593124.3953 | 401642.5471 | 191481.8483 |
Total P&L (%) | 432.0534 | 269.5583 | 162.4951 | 593.1244 | 401.6425 | 191.4818 |
Avg Daily Profit (%) | 0.3191 | 0.1991 | 0.12 | 0.1431 | 0.1192 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96373 | -86621 | -50478 | -345006 | -336075 | -156331 |
Profit Factor | 1.5966 | 1.6757 | 1.4995 | 1.3538 | 1.4347 | 1.2545 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 98 | 56 | 42 | 98 | 56 | 42 |
Profitability (%) | 39.1304 | 30.8642 | 47.5 | 39.1304 | 30.8642 | 47.5 |
Ratio Avg Win / Avg Loss | 2.4835 | 3.7535 | 1.6574 | 2.1059 | 3.2136 | 1.3866 |
Largest Winning Trade | 143308 | 143308 | 42037 | 193328 | 193328 | 86176 |
Largest Losing Trade | -26070 | -12607 | -26070 | -69456 | -63705 | -69456 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 30 | 35 | 27 | 30 | 35 | 27 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 2670 | 1326 | 1344 | 2670 | 1326 | 1344 |
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 | 343393 | -7794 | -49988 | -2188 | -50464 | -107221 |
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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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