Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732930.4868 | 604094.3921 | 128836.0947 | 759365.0793 | 25384.9943 | 733980.0851 |
Total P&L (%) | 732.9305 | 604.0944 | 128.8361 | 759.3651 | 25.385 | 733.9801 |
Avg Daily Profit (%) | 0.3931 | 0.324 | 0.0691 | 0.1154 | 0.0121 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88533 | -73255 | -81181 | -911112 | -760637 | -446263 |
Profit Factor | 1.9807 | 2.5463 | 1.3612 | 1.1263 | 1.0077 | 1.2719 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 39.2638 | 36.5854 | 41.9753 | 39.2638 | 36.5854 | 41.9753 |
Ratio Avg Win / Avg Loss | 3.0639 | 4.4135 | 1.8817 | 1.7422 | 1.7466 | 1.7582 |
Largest Winning Trade | 494859 | 494859 | 70874 | 555503 | 555503 | 438118 |
Largest Losing Trade | -40235 | -40235 | -34489 | -258222 | -228262 | -258222 |
Avg Bars in Trades | 66 | 51 | 81 | 66 | 51 | 81 |
Avg Bars in Winners | 109 | 85 | 130 | 109 | 85 | 130 |
Avg Bars in Losers | 39 | 32 | 46 | 39 | 32 | 46 |
Bars Traded | 10876 | 4263 | 6613 | 10876 | 4263 | 6613 |
Profit Streak | 2.0291 | 2.0291 | 5.1958 | 2.0291 | 2.0291 | 5.1958 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307359 | 80253 | -113469 | -123885 | -402860 | -53966 |
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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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