Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720422.0604 | 649897.9984 | 70524.0621 | 450001.9087 | 50889.3716 | 399112.537 |
Total P&L (%) | 720.4221 | 649.898 | 70.5241 | 450.0019 | 50.8894 | 399.1125 |
Avg Daily Profit (%) | 0.3724 | 0.3359 | 0.0365 | 0.0882 | 0.0213 | 0.0831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104958 | -124765 | -89461 | -487243 | -580105 | -238547 |
Profit Factor | 1.8249 | 2.5022 | 1.16 | 1.1371 | 1.0282 | 1.2701 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 93 | 53 | 40 | 93 | 53 | 40 |
Profitability (%) | 36.3014 | 27.3973 | 45.2055 | 36.3014 | 27.3973 | 45.2055 |
Ratio Avg Win / Avg Loss | 3.2022 | 6.6309 | 1.4061 | 1.9953 | 2.7247 | 1.5395 |
Largest Winning Trade | 444817 | 444817 | 51889 | 417622 | 417622 | 215147 |
Largest Losing Trade | -48680 | -20750 | -48680 | -157890 | -157890 | -127855 |
Avg Bars in Trades | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Winners | 69 | 75 | 65 | 69 | 75 | 65 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 5710 | 2687 | 3023 | 5710 | 2687 | 3023 |
Profit Streak | 29.4034 | 34.7368 | 0 | 29.4034 | 34.7368 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308612 | -76696 | -262524 | -148251 | -444780 | -154774 |
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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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