Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569569.7639 | 454029.1908 | 115540.5731 | 706286.3412 | 320562.9033 | 385723.4379 |
Total P&L (%) | 569.5698 | 454.0292 | 115.5406 | 706.2863 | 320.5629 | 385.7234 |
Avg Daily Profit (%) | 0.3218 | 0.2565 | 0.0653 | 0.118 | 0.0812 | 0.0893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126212 | -117569 | -63840 | -3479076 | -2978960 | -1302653 |
Profit Factor | 1.5755 | 1.7454 | 1.3036 | 1.0498 | 1.0357 | 1.0744 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 174 | 93 | 81 | 174 | 93 | 81 |
Profitability (%) | 36.0294 | 31.6176 | 40.4412 | 36.0294 | 31.6176 | 40.4412 |
Ratio Avg Win / Avg Loss | 2.7973 | 3.775 | 1.9198 | 1.864 | 2.2399 | 1.5822 |
Largest Winning Trade | 210489 | 210489 | 65568 | 1059449 | 1059449 | 625076 |
Largest Losing Trade | -34692 | -34692 | -25592 | -1231082 | -1231082 | -593109 |
Avg Bars in Trades | 76 | 100 | 52 | 76 | 100 | 52 |
Avg Bars in Winners | 141 | 204 | 91 | 141 | 204 | 91 |
Avg Bars in Losers | 40 | 52 | 26 | 40 | 52 | 26 |
Bars Traded | 20795 | 13649 | 7146 | 20795 | 13649 | 7146 |
Profit Streak | 31.2154 | 31.2154 | 34.9654 | 31.2154 | 31.2154 | 34.9654 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340154 | 182541 | -107464 | -202171 | -271080 | -214219 |
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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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