Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612302.0017 | 465918.3566 | 146383.6451 | 1744488.6505 | 1041101.3108 | 703387.3397 |
Total P&L (%) | 612.302 | 465.9184 | 146.3836 | 1744.4887 | 1041.1013 | 703.3873 |
Avg Daily Profit (%) | 0.2781 | 0.2116 | 0.0665 | 0.1325 | 0.1106 | 0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110968 | -108814 | -91298 | -1343912 | -978660 | -1222881 |
Profit Factor | 1.7734 | 2.0433 | 1.4242 | 1.2586 | 1.2588 | 1.2583 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 44.2953 | 38.6667 | 50 | 44.2953 | 38.6667 | 50 |
Ratio Avg Win / Avg Loss | 2.2302 | 3.2411 | 1.4242 | 1.5828 | 1.9967 | 1.2583 |
Largest Winning Trade | 159688 | 159688 | 54501 | 874179 | 874179 | 519525 |
Largest Losing Trade | -40462 | -37897 | -40462 | -691787 | -425039 | -691787 |
Avg Bars in Trades | 57 | 65 | 50 | 57 | 65 | 50 |
Avg Bars in Winners | 69 | 74 | 65 | 69 | 74 | 65 |
Avg Bars in Losers | 48 | 59 | 35 | 48 | 59 | 35 |
Bars Traded | 8625 | 4909 | 3716 | 8625 | 4909 | 3716 |
Profit Streak | 0 | 0 | 181.8258 | 0 | 0 | 181.8258 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368790 | -49761 | -166353 | -16621 | -105281 | -129351 |
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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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