Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933979.4072 | 756067.1072 | 177912.3 | 1156602.1975 | 751479.6452 | 405122.5524 |
Total P&L (%) | 933.9794 | 756.0671 | 177.9123 | 1156.6022 | 751.4796 | 405.1226 |
Avg Daily Profit (%) | 0.5804 | 0.4698 | 0.1106 | 0.1574 | 0.1332 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129204 | -100207 | -79508 | -568962 | -479171 | -458232 |
Profit Factor | 2.1861 | 2.7394 | 1.5044 | 1.3296 | 1.3866 | 1.2588 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 46.3576 | 38.6667 | 53.9474 | 46.3576 | 38.6667 | 53.9474 |
Ratio Avg Win / Avg Loss | 2.5297 | 4.3453 | 1.2842 | 1.5385 | 2.1994 | 1.0746 |
Largest Winning Trade | 460952 | 460952 | 54440 | 616930 | 616930 | 186027 |
Largest Losing Trade | -61003 | -42136 | -61003 | -295956 | -245722 | -295956 |
Avg Bars in Trades | 126 | 114 | 138 | 126 | 114 | 138 |
Avg Bars in Winners | 163 | 160 | 165 | 163 | 160 | 165 |
Avg Bars in Losers | 94 | 86 | 106 | 94 | 86 | 106 |
Bars Traded | 19125 | 8617 | 10508 | 19125 | 8617 | 10508 |
Profit Streak | 18.9426 | 0 | 30.0259 | 18.9426 | 0 | 30.0259 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553802 | -45794 | -92463 | 323434 | -74445 | -107112 |
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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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